I know I said WCF is not well documented, and I still believe it but I must say that when I posted about this issue I got a guy from Microsoft (named Richie) who really stuck with me to help me solve the problem. Even though I solved it, I still don't understand why. Now I'll post about it (and the solution) so hopefully I will help somebody with it and maybe some one can explain to me why the generated code with svcutil does not have what I want.
It all started implementing security features in the DeKlarit WCF Addin. When I finally got it working I started testing, and at some point the server did not respond and the client exited with a TimeoutException. I added trace log and message log and noticed that it always felt on the 15th communication.
After going thru the Indigo forum and Googled around I found the problem is due to the amount of concurrent connections opened and the timeout the have by default. What?!. Well, that's exactly what I thought, at least the NetTcpBinding (the one I'm using right now) has a default configuration that works in some limited cases.
How did I solve it? Closing the base channel every time so the connections won't add up. Even though it's been fixed I still don't understand why the generated code by the svcutil does not have those "close" calls.