Getting the MTU of an IPv4 UDP socket?

[Jesper Louis Andersen]

What is the easiest way to query MTUs for UDP sockets on Linux and
Windows (One is ok, I can hack it for Windows). I know that you should
probably carry out some PMTU discovery phase, but I am somewhat
interested if you can query this state of a socket and how supported
it is.

Meanwhile, I'll cheat and assume the MTU is 1000 bytes :P

-- 
J.