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I want to develop a proof of concept WCF pub-sub service that should hold thousand of users and a lot of publications (stock rates). has anyone has experience which such kind of service? can it hold real time apps? does anyone has a sample for high performance WCF pub-sub?

A: 

We are using Duplex WCF with a Silverlight client and an AJAX client and have good results.

We can support >1000 users over Silverlight net.tcp and >100 over Duplex HTTP
If we need more, we think about moving into the cloud...

See this for some awesome samples http://tomasz.janczuk.org/2009/11/wcf-nettcp-protocol-in-silverlight-4.html

Peter Gfader