I am building an ASP.NET 3.5 Web Application which has the three standard layers (DAL,BLL and UI). I have to consume some third party web services and display the information on the UI. In which layer should I consume this web services and can you also point me to some good examples?
As is normally the case in questions like this, "it depends." It depends on what the Web Service is doing for you and whether you need to do anything else with the response when you get it. I'm guessing, however that it's giving you supplementary data to your BLL. In that case some Infrastructure service between your DAL and BLL might be a good place.
It's never a good idea to have your UI layer directly depend on a third-party service. What happens if it changes?
In this kind of situation I've generally regarded the third-party Web service as a similar resource to a SQL database, so I've wrapped it in its own layer which is then called from the business logic.
This makes it possible to map the Web service objects to my own domain objects. It also makes it easy to stub out the Web service for testing, and decouples my business logic from the third-party service.
In many cases its usually in the business or service layer. Usually several different combinations of MVC layers make calls into the service layer, and so the common functionality of a Web service should be found there.