Alternatively, if you have access to a computer on the outside that will be on all the time, you can set up your own tunnel.
edit: At my school, I don't think they'd care if you used a tunnel. I think their primary reasons for blocking all the ports is to prevent unnecessary bandwidth usage, help curb filesharing (from off-campus), and to keep the network more secure, not to keep people from playing online games.
Funny story, when I was in my first year in residence, WoW had just come out. It played horribly on the network (6-10k ms latency) for the first semester. The time second semester came around, they must have changed something because it magically started working perfectly. I figure one of the network admins started playing and did the necessary modifications so he/she could play at work.
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