The advantage to this is that it is applied to every call.
Create a class that implements IClientMessageInspector. In the BeforeSendRequest method, add your custom header to the outgoing message. It might look something like this:
public object BeforeSendRequest(ref System.ServiceModel.Channels.Message request, System.ServiceModel.IClientChannel channel)
{
HttpRequestMessageProperty httpRequestMessage;
object httpRequestMessageObject;
if (request.Properties.TryGetValue(HttpRequestMessageProperty.Name, out httpRequestMessageObject))
{
httpRequestMessage = httpRequestMessageObject as HttpRequestMessageProperty;
if (string.IsNullOrEmpty(httpRequestMessage.Headers[USER_AGENT_HTTP_HEADER]))
{
httpRequestMessage.Headers[USER_AGENT_HTTP_HEADER] = this.m_userAgent;
}
}
else
{
httpRequestMessage = new HttpRequestMessageProperty();
httpRequestMessage.Headers.Add(USER_AGENT_HTTP_HEADER, this.m_userAgent);
request.Properties.Add(HttpRequestMessageProperty.Name, httpRequestMessage);
}
return null;
}
Then create an endpoint behavior that applies the message inspector to the client runtime. You can apply the behavior via an attribute or via configuration using a behavior extension element.
Here is a great example of how to add an HTTP user-agent header to all request messages. I am using this in a few of my clients. You can also do the same on the service side by implementing the IDispatchMessageInspector.
Is this what you had in mind?
Update: I found this list of WCF features that are supported by the compact framework. I believe message inspectors classified as 'Channel Extensibility' which, according to this post, are supported by the compact framework.