I have a project where I have created web service proxy classes with wsdl.exe and then simply create an instance of that class (inherits System.Web.Services.Protocols.SoapHt
If you're Web service is accessed by clear text, non-SSL HTTP, you can just use a sniffer, like Wireshark, to see the data coming from and to your application. Wireshark can trace, filter and analyze wire data. I have used it do debug HTTP and other protocols many times, and it's a great tool to do this.