A google for xbox live firewall ports never gave me specific ports requirements so here they are as I have discovered them.
(A Nat based router/firewall these will need direct port forwarding. On my Juniper I set up a VIP.)
(I locked the DNS lookups to my DNS servers only)
53 UDP (DNS)
53 TCP (DNS)
443 TCP - This was not mentioned on the net but traffic was trying to get through this port.