I have a WCF Webservice hosted on IIS which exposes a single method that takes three integer parameters. I have a simple, console based client which can call this method.
Use JMeter's "HTTP Proxy Server" to record the WCF calls with your normal testclient, and then play them back later when testing. This is what I have experienced to be fastest, and gives the best test-cases (because you record them with your normal client, or test client of choice).
Set up JMeters HTTP Proxy Server as per instructions. Then, make sure the WCF (or any SOAP) client use that proxy. The important part of the WCF client configuation is (replace my ... with normal config):
...
...
proxyServerName is localhost, if the WCF client runs on the same machine as JMeter (normal when creating the test cases).
Also, I got an error message using HTTP Proxy, if I did not turn off security as shown above. The same security settings must also be at the WCF service server.
Happy testing! :-)