I have a dependency injection container setup in my application and I\'m thinking that composing the container every time a WCF service request comes in is going to be inefficie
As you mention that you were trying to integrate WCF service instantiation with a dependency injection container, I'd just like to say that I've had a very positive experience using the Castle WCF Integration Facility to do just that.
It's specific to the Castle Windsor dependency injection container but with it being open source you can look inside and understand some of the challenges and solutions provided.