We want to run a daemon that exposes itself via ASMX, using Mono 2.0 (or later). Instead of dealing with the ASP.NET hosting APIs, we're thinking about just starting a daemon thread in the Application_Start event. XSP2 shouldn't restart the appdomain, so our daemon will be safe.
Are there any downsides to this (besides being a bit odd)? Any other approaches that allow us to have our code running in the same appdomain as the ASMX requests?