This article is about exactly what you're asking, I believe:
WCF the Manual Way... The Right Way
Having shared that, though, creating your proxies manually is probably not always the best possible use of your time. The article goes into some great reasons for doing so - you'll certainly have more control, your clients may have an easier time, etc. but overall, doing things manually like this will require more of your time, and explaining to users of your service exactly how to use the proxy you provide may be a pain.
There's a reason WCF allows metadata exchange and discovery and VS will auto create proxies for you.
Either way, it's a cool article and a technique well worth learning.
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