>I don't see an event for the end of a request. Now that I think about it, your web service is created and destroyed with each request. All you have to do is add code to the generated proxy class in the New() and Dispose() methods. To see which function is going to be called, you may have to look through the Request.HTTPHeader object.
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>This will work, but it will be a royal PITA because your proxy class will get nuked every time you recompile the web service.

The New() is only processed on the first hit. If I put code in there, it will only be done once, unless IIS is restarted or if I upload a new version of the Web Service.

I think what I did is probably the best approach.