So sitting at starbucks with my laptop -- what do i do? I am not aware of an option to have SSH run over UDP, although I do know that some VPNs allow you to use UDP instead of TCP.
Unless there is a relatively simple way of getting an encrypted tunnel for my HTTP traffic using tools like ssh and netcat and other things I'm likely to already have installed, I disagree with the notion that it's never a good idea.
When you are running a SOCKS proxy through ssh, you are not doing TCP over TCP. We are talking about things like OpenVPN which can do TCP over TCP, but that is generally a bad idea. It's default mode is TCP over UDP, as it should be.