Last week a colleague of mine discovered that for each WCF call, there are actually 2 round trips between client and the server going on using wireshark. This can especially be bad where the network latency on your site is also high, as for each request for data, there is the first call to authenticate the user, which then needs a reply back, then the actual call to get the data, which of course comes back as well, hence 4 x the network latency.
There are some solutions to this e.g. using a Secure Token Service, see http://msdn.microsoft.com/en-us/library/ee748498.aspx for more detail.
There is however an alternative to this which could provide better performance from http://www.noemax.com/