Don has created some video blogs to help you get started with WCF and the Service Factory. They are a really great way to start learining how to use the Factory.

Introduction: http://blogs.msdn.com/donsmith/archive/2006/04/20/579686.aspx

Contract design: http://blogs.msdn.com/donsmith/archive/2006/04/20/579735.aspx

They are also short and to the point... look forward to lots more of these...