According to MSDN, for deploying custom web service, we need to create *wsdl.aspx and *disco.aspx files, and put them with .asmx together under _vti_bin folder (C:\Program Files\Common Files\Microsoft Shared\Web Server Extensions\14\isapi). And put the dll under bin folder of the root of sharepoint virtual directory. It works correctly for me.
However, i also found that if i put .asmx file under the root virtual directory without creating those *wsdl.aspx and *disco.aspx files. It can work as well and much easier than the above way. So i'm wondering what's the potential issues in this way?