well for UT i usually just use the ingame browser, Kingpin I dunno dont have it installed. And Q3 I use gamespy. As for why heat.net went under i dont know but i liked it a lot nothing beats simulated IPX connections over the net heat was nice very fast too.
So other than gamespy or mplayer i dunno besides the internal browsers they have. Oh yeah you could also check out gamespy arcade that might help too.