In some cases, which others have highlighted, guaranteed arrival of packets isn't important, and hence using UDP is fine. There are other cases where UDP is preferable to TCP.
One unique case where you would want to use UDP instead of TCP is where you are tunneling TCP over another protocol (e.g. tunnels, virtual networks, etc.). If you tunnel TCP over TCP, the congestion controls of each will interfere with each other. Hence one generally prefers to tunnel TCP over UDP (or some other stateless protocol). See TechRepublic article: Understanding TCP Over TCP: Effects of TCP Tunneling on End-to-End Throughput and Latency.
