How to add a custom HTTP header to every WCF call?

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.

You add it to the call using:

using (OperationContextScope scope = new OperationContextScope((IContextChannel)channel))
{
    MessageHeader<string> header = new MessageHeader<string>("secret message");
    var untyped = header.GetUntypedHeader("Identity", "http://www.my-website.com");
    OperationContext.Current.OutgoingMessageHeaders.Add(untyped);

    // now make the WCF call within this using block
}

And then, server-side you grab it using:

MessageHeaders headers = OperationContext.Current.IncomingMessageHeaders;
string identity = headers.GetHeader<string>("Identity", "http://www.my-website.com");