Other common protocols besides HTTP?

I'd like to mention XMPP in addition to protocols already listed in other answers.

It's lightweight, and it is used in some "realtime" communication systems (for example, in GTalk).

There are lots and lots and lots of protocols. Lots. Start here for a list. http://en.wikipedia.org/wiki/Internet_Protocol_Suite

SFTP is fun for passing data around. It works well. You'll find that it's not much better than HTTP, however, because HTTP is pretty simple. http://en.wikipedia.org/wiki/SSH_file_transfer_protocol

SMTP would work. http://en.wikipedia.org/wiki/Simple_Mail_Transfer_Protocol

SNMP can be made to work. http://en.wikipedia.org/wiki/Simple_Network_Management_Protocol You have to really push the envelope.

All of these, however, involve TCP/IP sockets, which involve a fair amount of overhead because of the negotiation for a connection and the acknowledgement of packets.

If you want real fun with very low overhead, use UDP.
http://en.wikipedia.org/wiki/User_Datagram_Protocol

You might want to use Reliable UDP if you're worried about messages getting dropped. http://en.wikipedia.org/wiki/Reliable_User_Datagram_Protocol