I am currently building a prototype for using web services contract first (WSCF from Thinktecture) to build web services to support InfoPath as the client. Setting up InfoPath (SP1) to query and submit to the web service is straightforward, and getting data from the web service worked immediately. I could not, however, get submitting the form to the web service to work, and I suspected my setup of which part of the XML to post to be incorrect.
During my attempts to get submit working, I needed to spy on the SOAP messages generated by InfoPath to see why the posted XML could not be deserialized according to my message schema. As I am a long time fan of Altova XmlSpy, I decided to try out their XmlSpy SOAP Debugger. The XmlSpy integration with VS.NET makes working with XSD schemas quite easy.
[UPDATE] XmlSpy is still great, but you might find that Fiddler is sufficient for inspecting the HTTP request/response traffic to between InfoPath and your web-service.
Follow the steps outlined in the above link to configure and start the SOAP debugger, noting that the debugger is a proxy process that sets up a new HTTP port (:8080) that your SOAP traffic must be sent to. The debugger proxy then does its magic and finally forwards the traffic to the original port (:80).
So to be able to intercept and spy on the SOAP message submitted by InfoPath, you must open the form and change the data connection used by submit. In the first step of the 'Data Connection' wizard, you must change the location in 'web service details (submit data)' to use the SOAP debugger proxy at port :8080. Then complete the remaining steps of the wizard, selecting the correct data to use as the 'submit operation' parameters. Close the wizard, save the form and then test it using 'Preview Form'. When you now submit the form, XmlSpy will break on the selected operation and you can review the SOAP request made by InfoPath.
My mistake was that I had chosen to include 'XML subtree...' instead of 'Text and child elementes only', thus InfoPath posted my main parameter element twice, nested within itself (<message><dto><dto>...). I would most likely have found the correct configuration anyway, but using XmlSpy certainly saved me a lot of time.