In this study we consider rateless coding over discrete memoryless channels (DMC) with feedback. Unlike traditional fixed-rate codes, in rateless codes each codeword is infinitely long, and the decoding time depends on the confidence level of the decoder. Using rateless codes along with sequential decoding, and allowing a fixed probability of error at the decoder, we obtain results for several communication scenarios. The results shown here are non-asymptotic, in the sense that the size of the message set is finite. First we consider the transmission of equiprobable messages using rateless codes over a DMC, where the decoder knows the channel law. We obtain an achievable rate for a fixed error probability and a finite message set. We show that as the message set size grows, the achievable rate approaches the optimum rate for this setting. We then consider the universal case, in which the channel law is unknown to the decoder. We introduce a novel decoder that uses a mixture probability assignment instead of the unknown channel law, and obtain an achievable rate for this case. Finally, we extend the scope for more advanced settings. We use different flavors of the rateless coding scheme for joint source-channel coding, coding with side-information and a combination of the two with universal coding, which yields a communication scheme that does not require any information on the source, the channel, or the amount the side information at the receiver.