There are a few tutorials on the web that describe consuming a Web Service using SQL Server 2005's CLR integration. For the most, the process seems pretty convoluted. I've run into several issues including the need to change my database's trust level, and using the sgen tool to create a static XmlSerializer assembly; and I still haven't gotten it working right... (I'm sure I just need to put a little more time and energy into it)
What are the security, performance, and maintenance implications when going to this type of architecture? This would likely be a fairly heavily-used process, and ease of maintenance is relatively important.
I do have freedom to choose whether to integrate this into SQL Server as a UDF, or have it be a stand alone .NET library for console/Web applications. Is the SQL CLR integration with external assemblies worth the trouble?