One thing that bugged me with WCF was when you auto generated your proxy client (using add/update service reference), that collections were turned into arrays. Granted it is trivial to convert them back to a collection if need be it is still a pain.
Randomly I discovered that if you right click on the service reference and selecting “Configure Service Reference” (who knew!) that you can change this behaviour for both collections and dictionaries to be several different types:
Another nice item was to be able to change the access levels for generated classes and being able to add async operations only if you wanted them (I disliked how they were always there but rarely used with the web service proxies).