Christian Weyer (Who? You mean THE Christian Weyer? Yes, THAT Christian Weyer) has made WSDL and VS.NET get along better with his Contract First VS.NET Add-In.

I talked about this in my TechEd: Learning to Love WSDL presentation (which is apparently still up at http://microsoft.sitestream.com/DEV/DEV389_files/default.htm) and many folks smarter than I have said the same thing. 

One of the things that's slick about Christian's imp is that he used his DynWSLib library and handles external schema imports better than the usually obtuse WSDL.EXE.