When is it OK to change O_NONBLOCK mode of a socket?

First of all, what I want to do:

1. Create socket (will be either SOCK_STREAM/SOCK_DGRAM + PF_INET).
2. Set as nonblocking.
3. Connect with timeout (connect + select).
4. Set as blocking.
5. Other I/O stuff.

In my application, a blocking socket is more convenient, but I would
like to set it to non-blocking mode for connect() so I have control
over the timeout. Is this always OK?

Also, in general, are there any rules about when it's OK to change the
blocking/non-blocking mode of a socket? Can I just do it arbitrarily?

Thanks,
Jason
.

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