Just wanted to throw out something to be careful of.  When you have a page based web service method and you are calling it through the ASP.NET AJAX Library, that web service method should not be marked as private.  I had this hangup on me last night.  I was thinking, gee, the method is private to the page.  I couldn't figure out why I wasn't getting my proxy, which was because the method I was trying to call was marked as private.  Once it was pointed out that the method was marked incorrectly, the proxy appeared and everything worked.