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I was making a simple file transfer program through IRC and when I was reading up I saw that IRC when sharing a file creates a direct connection between the two users independent of the server (DCC, Direct Client Connect). After searching a while I have found this: Direct Connect and Advanced Direct Connect.
None of these pages answer this question that I can't get out of my head: Is P2P data transfer possible without any user doing a special port-forward? An intermediate server which helps set up the connection (as in the IRC examples) is allowed. The data transfer itself must be independent of the server.
Practical JXTA II (available for reading on Scribd) has a chapter explaining techniques to perform NAT traversal. Hole punching is a subset of techniques to perform NAT traversal.
Yes - if you can get an external server to forward the connection request for you, there are so-called hole-punching techniques that can be used to set up a direct connection. This technical paper has a more detailed explanation.
Note that these do not necessarily work on all NATs - but they do work on quite a lot of them.