There a lot of different ways a Silverlight application can connect back to it’ server. Including
If you want to create a Silverlight Application and you do not care about other clients, then I would choose RIA Services. It is quite painless to use and you do not need to worry how the connection from the client is made (i.e. no client side configuration necessary). RIA also generates classes for all your entities on the client and you can even share your own "server" code with the client if required (useful for enumerations or extension methods).
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