For classic ASMX services, I used Web Service Studio 2.0, which handled every complex type I selected. You can get the classic version (2.0) from http://archive.msdn.microsoft.com/webservicestudio20/ .
I know there is an updated version on codeplex that you are associated with, and it looks like it has been updated to support complex types. (A while ago was a useless tool for codeplex that couldn't execute complex types.)
Just wondering what specific problem you are experiencing in Web Service Studio?
UPDATE: after reading your question again, it looks like you are using a DataSet in your service. If so, then you will have compatibility issues consuming this service from most toolkits; they cannot handle a DataSet because it is a "dynamic" type. The easiest way to solve this problem is to avoid DataSets .
If so, then I agree with others that you need to create your own .NET application that can use your service.
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