I got it!
I found the answer in this article:
http://blogs.msdn.com/wenlong/archive/2006/01/23/516041.aspx
When using WCF in the mixed mode, the module intercepts the request in the early stage of the pipeline: BeginRequest. That means the other events are never called.
To fix that, I changed my web.config to make WCF work in the Asp.Net compatibility mode:
<system.serviceModel>
<serviceHostingEnvironment aspNetCompatibilityEnabled="true" />
</system.serviceModel>
And then explicitely tell my service to be compatible too:
[AspNetCompatibilityRequirements(RequirementsMode =
AspNetCompatibilityRequirementsMode.Allowed)]
public class MyService : IMyService { ...
And done! Now I have all events and also the HttpContext.Current instead of OperationContext.Current
I hope this helps someone with the same problem.
Cheers,
André Carlucci