After reading the Pallmann Indigo book I was a bit confused about how to use proxy objects, where the book stated the importance of calling .Close before disposing a proxy object. The standard principle for implementing the .Dispose pattern is to let the .Dispose method close all resources the object has open. If the class implements a behavior where it is possible to close and reopen it (like for instance a database connection) then .Dispose should do a graceful shutdown. Apparently in Indigo WCF this is not the case. Calling .Dispose without first closing the proxy will not perform a graceful shutdown (where buffers are flushed etc). It is therefore necessary to make the extra call to .Close before disposing the object.

The correct code to create, use and dispose a WCF object looks like this:

using (MyServiceProxy proxy = new MyServiceFrontProxy())
{
   result = proxy.DoStuff();
   proxy.Close();
}

Kenny Wolf has a good explanation of the details in the communication object life cycle.

It should be noted that this is the situation as of WinFX beta 1 and the behavior has been discussed to be revised for beta 2. Let's hope they decide that calling .Dispose is enough!