In the web servce I say
public List GetCustomers()
{
PR1Entities dc = new PR1Entities();
var q = (from x in dc.Customers
Right click on the service reference and select Configure Service Reference.
In the Collection Type drop-down, select the type System.Collections.Generic.List.
I believe the reason it defaults to Array is that it is the most compatible when serializing. If you're consuming the service from something that recognizes something more complex, you can configure as I mentioned.