We are currently doing a similar thing with 10GbE in a StratixII GX. Our data rate is 500MB/s (4Gbits/s) sustained. We are currently encapsulating our data in raw ethernet packets, but have plans to switch to UDP/IP. The computer on the receiving end has no trouble keeping up with this data rate as long as copies are minimized.
Here are some issues to be aware of:
1) The entire data path must be hardware. The NIOS cannot be in the data path at these rates. Hardware must therefore be able to split/merge the ethernet link between the high rate data packets and the control packets to/from the NIOS.
2) Raw ethernet or UDP/IP may be implemented in hardware with relative ease. TCP is much more complex and requires more resources, like lots of RAM for the retransmit buffer. Also, TCP will put much higher load on the receiving computer. I would not recommend TCP for the data packet format. TCP can be used for the low rate control to the NIOS using a software stack.
3) Overhead can be reduced by using jumbo frames (up to ~9kB), allowing throughput closer to the theoretical limit. The MAC, the receiving NIC and any switches on the network segment must explicitly support these. Also, your packet buffers will need to be much larger for jumbo frames. Jumbo frames may be required to hit 800Mbits/s on GbE.