Scott Short has an article on importing external schemas into your WSDL in the latest MSDN magazine.  The text isn't online yet, but you can download the code, which is the important part.  The idea is that you can add attributes onto parameters and return values from your method.  The attribute identifies a schema to associate with the parameter.  I don't think it provides validation, but that would be easy enough to add via a SoapExtension.  The framework uses the semi-documented System.Web.Services.Description.SoapExtensionReflector class to modify the default WSDL generated by the .NET framework, so your WSDL contains the complete contract for the method, but internally, you're dealing with the data as XML. 

Rickard Öberg has published a rebuttal to the much publicized report from The Middleware Company on J2EE and .NET Application Server and Web Services Benchmark. I suppose that the only way to bury this topic for good is to have the Open Source crowd put together their own benchmark suite, but they probably have better things to do with their time. At this point, I doubt that too many people are going to change their minds over yet another benchmark. Greg recounts some of what went on at Galileo when the decision was made to go J2EE over .NET here. I'm most likely not at liberty to say the real reason, but I think I can safely say that it came down to money - and I'm not talking about OS and App server licensing costs. When businesses make these decisions, there's a lot more that goes into it than just technical considerations. That drives technologists nuts, but we aren't the ones signing the checks.