Visual Studio 2008 has a nice WSDL generator for WCF services. Among other things, one nice feature is it's ability to generate strongly-typed lists (List<T> in C#) where the Visual Studio 2005 service proxy generator would have generated arrays. But there's more: The configuration program let's you actually choose the type of list to implement:

The WCF service configuration editor (click to enlarge)
Since I'm using WPF here I badly missed one list in the available dropdown: The ObservableCollection<T>.
But it turns out that you can force the configuration editor to generate a service proxy using the ObservableCollection<T> for arrays: Just hit the "Show all files" button in the solution explorer and navigate to your WCF reference, expand the node and open the file called Reference.svcmap. It's an XML file containing the settings for the proxy generation tool. And this file contains a tag called CollectionMapping. If you have previously changed the collection mapping with the editor, you'll find your settings there. For the above selection of the standard generic List, you'll find an entry like this:
1 <CollectionMappings>
2 <CollectionMappingTypeName="System.Collections.Generic.List`1"Category="List" />
3 </CollectionMappings>
If you change the TypeName attribute from System.Collections.Generic.List`1 to System.Collections.ObjectModel.ObservableCollection`1 the service proxy generation tool will use ObservableCollections in the next update. And the configuration editor will just show a (Custom) in the drop-down, so you can still use it to modify the other settings.