First WCF connection made in new AppDomain is very slow

Question

I have a library that I use that uses WCF to call an http service to get settings. Normally the first call takes ~100 milliseconds and subsequent calls takes only a few millisec

Answer 1

Do you have an HTTP proxy defined in IE? (maybe an auto configure script). This can be a cause.

Otherwise I would guess it is the time that takes to load all the dlls. Try to deparate the proxy creation from the actull call to the service, to see what's taking the time.