After some discussions with LLBL we have decided that we will end up using MSDTC and Distributed Transactions in order to be able to use implicit Transactions and TransactionScope. See here for details about that decision.
Now we did some testing on what needs to be done for the service to be installed correctly.It seems that when the database is on a remote machine the Distributed Transaction Coordinator (MSDTC) service doesn't need to be running, it just starts automatically. But if the database is on the localhost then the service needs to be running or we get an exception "System.Data.SqlClient.SqlException: MSDTC on server 'XXXXX' is unavailable.".
Do you know if it is possible to keep the service stopped and have the system start it automatically just like it happens when we use a remote database?