The new NetBeans web services client is quite nice. It is now almost as easy as with Visual Studio to integrate a web service into your application: After pointing the IDE to the WSDL, it generates the necessary proxies and you can then integrate them by right clicking your methods in the source editor and add web operations:
This works right out of the box with ASP.NET 2.0 web services, although it has some issues with complex types (like e.g. an ArrayList). Those get deserialized as SOAPElements which is workable, but requires some SOAP DOM coding.
Indigo (WCF) web services seem to have more issues – I guess this is related to Microsoft splitting up the WSDL into some smaller files (wsdl1, xsd0, etc.)