Playing with the Visual Studio 2008 beta last year, I was disappointed that the WCF service binding did not work out of the box with the Compact Framework. (The generated classes can not be used by the Compact Framework subset)
Luckily the Compact Framework 3.5 Powertools has introduced a command line utility called NetCFSvcUtil.exe (equivalent to the standard WCF SvcUtil.exe tool).
Andrew Arnott has a good blog post describing what it can and cannot do.
MSDN has a good tutorial as well.
I hope to write more about this in future posts