The problem will be latency, maybe there are some situations when you need to make sure you get all the packets in order but others where you don't.

For example , if you send an in-game message then this needs to be in the correct order. On the other hand if you have a spaceship turning quickly then as it's angle and velocity changes old information becomes useless so you will just introduce lag if you hang around waiting for old packets before doing anything with the new ones.

http://gafferongames.com/networking-for-game-programmers/udp...