I have a UI application in which I consume a WCF service like this
public MainWindow()
{
....
mServiceClient = new ServiceClient("EndPointTCP");
}
Should I create the client as a member of class and close the client along with exit of my application or Should I create a new client whenever its required in a method and close there itself.
It depends solely onwhat you want to achieve. There is no "best way to do it" since both ways are possible, good, and have different tradeoffs.
Holding the clientobject simply wastes resources. It also may leak context data between calls. You might have a bug that will cause mClient.Buy(100) and mClient.Sell(100) to work properly when used alone, but fail when used together mClient.Buy(100); mClient.Sell(100). Dropping and re-creating fresh instance each time could save you from that one bug, but obviously that's not a good argument for it.
Recreating the client each time a call is to be made has however the vague benefit of .. having a fresh client every time. If your app has a possibility to dynamically change the endpoint during the app's runtime, then automatically your client will be always using the newest addresses/logins/passwords/etc.
However, not recreating the client object at every time is simply faster. Mind that it's WCF layer, so the actual underlying connection can be any. Were it some protocol with heavy setup with some keyexchange, encryption, etc, you may find that creating a new client every time might create a new connection at every time and it will slow down eveyrthing, while keeping the instance will work blazingly fast, since connection might be kept open and reused. Often you try to keep the connection when you have to perform many and often calls to the service, like 24h/day twice/sec monitoring some remote value for breaching safe limits.
On yet the other hand, you might not want the connection to linger. Your remote service may have thousands of clients and limited resources, so you might want to close the connection ASAP so others may connect. Often you'd do it like that when the calls to the service are really rarely done, only once in a time, ie. when user clicks after returning from coffe break.
Please don't get me wrong: all above is just conjuring some vague "facts" from a void. I do not know your app, nor your service, nor your bindings (sans "endpoint TCP"). The most important factors are all on your side and they sit in the actual way how your app and that remote service work and interoperate. If you care about what you ask, you must first simply research the topic on your side. Best - simply try both ways and check if it works and how does it perform. The difference would be something like 2..6 lines of code, so that's, well, rather quick.
There are already some similar questions:
In my opinion it depends on your application type (scalability, performance requirements, ...) but usually I think that it's more safe to recreate the ServiceClient each time. In this way you don't need special code if there are connections problems between requests and with the latest version of WCF seems that there isn't a big performance impact.
See http://msdn.microsoft.com/en-us/library/aa738757.aspx.
Consider also that ServiceClient is not thread safe (at least reading MSDN).
