I\'m developing software which will be deployed using clickonce (on the website foo.com), and which will then connect to my server using WCF with an encrypted transport
So for web site / application servers you need an SSL certificate. You do not need an EV certificate. I've used ones from QuickSSL for this, as unlike some of the other cheap certificate providers they don't require the installation of an intermediate certificate on the server - that's a no-one for me.
For signing applications that's a different type of certificate altogether (kind of, it's still an X509 certificate, but the one you use for your web site is not one you can use to sign an application). You need an authenticode signing certificate from the likes of Verisign or Globalsign. These are a magnitude more expensive than a plain old SSL certificate and require you to be an incorporated company and produce those documents.
It sounds like you're looking for two different types of certificates:
1 - SSL Certificate - for authentication of your website/application server.
2 - Code Signing Certificate - for integrity/authentication of the exe you deliver.
Typically those are two different certificates, with two different certificate profiles. At the very least, you need one certificate with two different key usages or extended key usages.
A few thoughts in no specific order:
Check your targeted browsers, they should each have a set of preconfigured root certificates - those are the most widely recognized public certificate sources. I'd probably check both Firefox and IE. Certificate vendors known to me as big names are - Versign, GeoTrust, RSA, Thawte, Entrust. But there's also GoDaddy and many others. Anything that comes in the delivered browser as a Trusted Root Certificate, will allow you to connect to your users without additional greif.
I suggest Googling for both "code signing certificate" and "SSL certificate".
How you configure your site will determine whether or not your website is validated or your authentication server is validated. If the certificate is stored on the apps server, then your user is getting SSL encryption all the way to the server. But many sites put the SSL certificate a little farther forward - like on a firewall, and then stage a collection of apps servers behind it. I don't see a security flaw in that, so long as the networking is carefully configured. To the outside users, both configurations will look the same - they'll get the lock on their browsers and a certificate that tells them that www.foo.com is offering it's credentials.
I'm seeing pretty great deals for SSL Certificates: - GoDaddy - $12.99 - Register.com - $14.99
But they aren't necessarily code signing certifiates. For example, while GoDaddy's SSL Cert is $12.99, their code signing certs are $199.99! That's part of many certificate vendors business models - lure you in with cheap SSL Certs, and make you pay for code signing. A case could be made that code signing certificates are relatively higher liability. But also... they have to subsidize the cheap SSL certs somehow.
Theoretically, it should be possible to make a certificate that does both code signing and SSL, but I'm not sure you want that. If something should happen, it would be nice to be able to isolate the two functions. Also, I'm pretty sure you'd have to call the certificate vendors and ask if they did this, and if they don't, having them do it will likely jack up the price quite high.
As far as vendor, things to consider:
On that last bullet - if you dig into the Verisigns of the world - the very expensive certs - you're likely to see the value. They have a massive infrastructure and take the security of their CAs very seriously. I'm not so sure about the super-cheap hosting services. That said, if your risk is low, US$300 for an SSL Cert doesn't make much sense compared to US$12.99!!