If you need, write your own Message Inspector .
WCF also has journaling . By default, you can easily write the file to the System.Diagnostics.XmlWriterTraceListener file, however, if you need to write a log elsewhere (say, in the database), you can write your own trace listener .
I would recommend this approach over the message inspector ... message inspectors are too easy to write incorrectly and cut back on performance without knowing what you are doing.
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