Tomasz Janczuk has also pointed out that if the UI thread is fairly busy, you can significantly improve the performance even of async WCF calls by marshaling them onto a separate thread. And I should note that the UI thread can get awfully busy doing things that you wouldn't anticipate would chew up cycles, like calculating drop-shadows and what-not, so this might be worth investigating (and measuring) for your application.
That said, I've been writing LOB apps for the better part of two decades, and synchronous IO aside, I haven't found a lot of scenarios where adding multiple threads in an LOB application was worth the additional complexity.
Edit 4/2/10: I had lunch with Tomasz Janczuk and some other folks from the WCF team the other day, and they clarified a few issues for me about how WCF works with Silverlight background threads. There are two things to be concerned with: sending data, and receiving it (say, from duplex callbacks or async call completions). When you send data, the call will always be made from the thread that actually makes the call. So if you have a lot of data that needs to be serialized, you might get a small performance boost by marshaling the outgoing call onto a background thread (say, by using ThreadPool.QueueUserWorkItem). But it's not likely to be a substantial performance boost.
However, when you receive data, either through a duplex callback, or through an async xxxCompleted method, the data is always received on the thread on which the connection was originally opened. This means that if you're opening the connection explicitly, it will receive data on that thread; but if you're opening the connection implicitly, it will receive data on the thread on which you made your first outbound connection. This won't make a lot of difference if you need to update the UI on every callback, since you'd just have to marshal the call back onto the UI thread. But if there are times when you just need to store the data for future reference or processing, you can get yourself a significant performance boost by opening your connection on a separate thread, so that you can receive and process callbacks without waiting on the UI thread.
Hope this helps. Thought I'd write it down while I still have it reasonably fresh in my head.