The Patterns & Practices team has released the web service security patterns in the MSDN.
This guide provides excellent material about many security patterns and how they can be applied in different scenarios. For example, to authenticate a client or to validate a message as well.
The patterns are grouped under the following categories:
Authentication patterns Message protection patterns Implementing Transport and Message Layer Security Resource Access Patterns Service Boundary Protection Patterns Service Deployment Patterns
If are looking for good security practices or "security" is one of your main concerns, I recommend you to take a look.
You can find them under the following link http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dnpag2/html/wssp.asp