I\'d like to build a multiplayer web game application in which it supports chat. I presume the application will have to handle hundreds of simultaneous connections.
So you can use Python. Then you can use Tornado. (psst... facebook uses it)
And I had same problem with open connections. Just don't spend time for search solution in PHP - later you will be sorry. I was. Just use what is made for Comet. If you more prefere JAVA, then there is: CometD.
And for game get a normal hosting. They cheap this days.