I don't, really (you can use syslog pretty successfully, I guess, if you don't mind it), but UDP has certain advantages over TCP, namely that your code keeps running even if the server you're sending to goes down or is unable to respond to messages, it's faster, etc.
Ideally, I'd use a function that sent things to a small server over UDP, which would then put them in Redis. This assumes you don't mind losing a few lines, of course.