C#/SQL Database listener
I pondered the idea of a CLR function or something of the sort that calls the service after successfully inserting/updating/deleting data from the tables. Is that even good in this situation?
Probably it's not a good idea, but I guess it's still better than getting into table trigger hell.
I assume your problem is you want to do something after every data modification, let's say, recalculate some value or whatever. Letting the database be responsible for this is not a good idea because it can have severe impacts on performance.
You mentioned you want to detect inserts, updates and deletes on different tables. Doing it the way you are leaning towards, this would require you to setup three triggers/CLR functions per table and have them post an event to your WCF Service (is that even supported in the subset of .net available inside sql server?). The WCF Service takes the appropriate actions based on the events received.
A better solution for the problem would be moving the responsibility for detecting data modification from your database to your application. This can actually be implemented very easily and efficiently.
Each table has a primary key (int, GUID or whatever) and a timestamp column, indicating when the entry was last updated. This is a setup you'll see very often in optimistic concurrency scenarios, so it may not even be necessary to update your schema definitions. Though, if you need to add this column and can't offload updating the timestamp to the application using the database, you just need to write a single update trigger per table, updating the timestamp after each update.
To detect modifications, your WCF Service/Monitoring application builds up a local dictionay (preferably a hashtable) with primary key/timestamp pairs at a given time interval. Using a coverage index in the database, this operation should be really fast. The next step is to compare both dictionaries and voilá, there you go.
There are some caveats to this approach though. One of them is the sum of records per table, another one is the update frequency (if it gets too low it's ineffective) and yet another pinpoint is if you need access to the data previous to modification/insertion.
Hope this helps.
Monitoring "continuously" could mean every few hours, minutes, seconds or even milliseconds. This solution might not work for millisecond updates: but if you only have to "monitor" a table a few times a minute you could simply have an external process check a table for updates. (If there is a DateTime column present.) You could then process the changed or newly added rows and perform whatever notification you need to. So you wouldn't be listening for changes, you'd be checking for them. One benefit of doing the checking in this manner would be that you wouldn't risk as much of a performance hit if a lot of rows were updated during a given quantum of time since you'd bulk them together (as opposed to responding to each and every change individually.)
You could use an AFTER UPDATE trigger on the respective tables to add an item to a SQL Server Service Broker queue. Then have the queued notifications sent to your web service.
Another poster mentioned SqlDependency, which I also thought of mentioning but the MSDN documentation is a little strange in that it provides a windows client example but also offers this advice:
SqlDependency was designed to be used in ASP.NET or middle-tier services where there is a relatively small number of servers having dependencies active against the database. It was not designed for use in client applications, where hundreds or thousands of client computers would have SqlDependency objects set up for a single database server.
Ref.
I had a very similar requirement some time ago, and I solved it using a CLR SP to push the data into a message queue.
To ease deployment, I created an CLR SP with a tiny little function called SendMessage that was just pushing a message into a Message Queue, and tied it to my tables using an AFTER INSERT trigger (normal trigger, not CLR trigger).
Performance was my main concern in this case, but I have stress tested it and it greatly exceeded my expectations. And compared to SQL Server Service Broker, it's a very easy-to-deploy solution. The code in the CLR SP is really trivial as well.