Breaking Firewalls with OpenSSH and PuTTY
This is a good walkthough on using SSH to tunnel other protocols through firewalls.
Usually though, I find that the protocols which are left open on firewalls these days are HTTP and sometimes SMTP....
Of course HTTP is all you need as things like SSL VPNS can be used to tunnel arbitrary protocols.... over HTTPS... while I think of it, there's a handy free one called SSL explorer
