If you've recently purchased Gears of War for the XBOX 360 and you find yourself having trouble connecting to various online games, you might want to try adding a port to your firewall/router. It seems that with the fall update a while back, the XBOX added another port of communication that wasn't there before (maybe it was added before the fall update, I'm not sure).
I used to have no problems connecting to games, doing chats, et cetera, but for the last few weeks I haven't been able to get audio chats working and connecting to games (especially in Gears of War) was extremely difficult.
Adding port 3074 (both UDP and TCP) fixed my problems. I've also got 88, 53 and 3330 (all UDP) open and this used to be enough, but not any more. 3074 seems to be required at this point.
Oh, yeah, and Gears of War is really as good as they say it is. I know it's hard to believe, but this might be the best looking game I've ever seen and it's actually really fun to play as well. Definitely recommended.