Did you know that NT-based Microsoft OSes come with a Quote of the Day server?
In Control Panel, go to Add/Remove Windows Components, select 'Networking Services' and click on Details. Tick 'Simple TCP/IP Services' and continue. Then, once it's installed, open up telnet in a command window and type:
o 127.0.0.1 17
Voila, a quote of the day. This is in all NT-based Windows versions, including XP Home. You may well find that some MS-based web servers will give you a quote should you try to communicate on port 17, although it's unlikely that any sysadmin with half a brain cell would leave ports open like that.
You can view the list of quotes at c:\windows\system32\drivers\etc\quotes (or wherever you installed Windows). There aren't many but presumably you can add your own.

Yeah, I knew that. :) I believe the Services also provide things like Echo, Chargen (character generator) and Discard, as well.
Personally, I wouldn’t install them. It might be fun for a bit, but they open up ports on your system to act as a server, and any hole could be potentially exploitable. Probably not very likely, given the simple nature of these servers, but still. Other than testing connectivity (which can be done by a ping anyway, in most cases), they’re not really very useful. :D
Oh, and I forgot to mention. It’s not just a Microsoft thing - the services provided in the Simple TCP/IP Services are all RFC-compliant, so you may find them on other computers too, not just MS ones. But as you say, it’s probably that they wouldn’t leave ports open like that.