Having work in the NA corporate world for a while now I can list a few ways of circumventing firewalls and freely communicating with the outside world.
Keep in mind that corporations have edge firewalls and restrictive firewalls on the users' computers which in most cases run Windows XP.
Here are a few ways I got it working for edge firewalls:
1. running OpenVPN over UDP/33400 [apparently this port and and a few after are used by tracert];
2. running OpenVPN over TCP/21: this is used for FTP and some corporations allow direct FTP connections;
3. running OpenVPN over TCP/1194, which comes as no surprise at this is the IANA OpenVPN port;
4. tunnel over HTTPS with CONNECT but this is short-lived.
Sometimes when one sells a device which needs to be controlled over Ethernet then it is next-to-impossible drive it for people have those pesky local firewalls.
Some esoteric ways to confound a local firewall would be:
1. use a Windows named pipe to talk to a Samba program that is the server for the named pipe;
2. use payloads for icmp-request and icmp-response in fact implementing a UDP/ICMP; some firewalls block incoming ICMP;
3. make the device respond with icmp-destination-unreachable (with payload) which are never blocked else all the IP stack is thrashed.
4. use UPnP to exchange data.