William Tay has very good comments on WS-ReliableMessaging in WCF. He recently did MSDN Webcast – Acks and NAcks: Why We Need the Principles of TCP/IP Reliability in SOAP. Make sure to watch it if you feel that WCF is on your heart.
William, I am sure that the connection problem you had shows how important is to have the reliability features in mind when you design a web service 🙂