Let me say, as a developer I really love WCF.  It's straight-forward to write you code, it's flexible, and it provides built-in support for lots of different scenario.  The thing I hate, yes I said hate, about WCF is the configuration.  It seems like I bang my head against it every time I build an app.  Even doing simple things can result in confusing errors if you mis-configure one little piece and its hard to track those errors down.

The Patterns & Practices folks have release a Beta of guidance titled Improving Web Services Security: Scenarios and Implementation Guidance for WCF.  When you look at the table of contents, you see a beautiful laundry list of all the common scenarios.  Very nice and a bit overdue IMHO.  Combined with WCF Security Guidance, there is finally all of the info you need to be able to set up WCF correctly for your particular scenario. 

Good stuff!