What is the difference between TCP and UDP ports? Which port should I choose?

UDP is a connectionless protocol, so during the handshake it is not always possible to do an effective error correction. As a result, when there's high ping or low quality line during the OpenVPN login, the handshake may fail, although you could see no significant problem after (if) the connection is established. TCP is capable of handling these problems.

On the other hand, UDP is more efficient once the connection is established.

If you experience problems with VoIP video/audio conversations when connected to the VPN through a TCP port, a typical case for which a difference may be visible (VoIP over TCP - for example UDP over TCP -  is clearly inferior to VoIP over UDP because TCP implements ARQ, UDP does not), then go for an UDP connection.

In general, you should always try an UDP connection if your ISP allows it and you don't experience any problem during the handshake.

A particular case is a connection over TOR or over an http-proxy. In this case, TCP is mandatory.

Variety of ports (53, 80, 443) is an additional option to try to bypass country or ISPs blocks, or bandwidth management.