It appears that Web services can return objects. I wrote a test
webservice that returns an object based on the parameter, and my client
recognized it correctly.  Here is the code that works:

<WebMethod()> _
   Public Function GetObject(ByVal ObjectType As String) As Object
       Select Case ObjectType
           Case "Date"
               Return Date.Today
           Case "Int"
               Return 23
           Case "Decimal"
               Return 23.34534D
           Case "Bool"
               Return False
           Case Else
               Return New Object
       End Select
   End Function

However, when I try to stuff an object in a column in a datatable and
return the dataset, this fails.  Here is some test code for that:

<WebMethod()> _
   Public Function GetDataSet(ByVal ObjectType As String) As DataSet
       Dim ds As New DataSet
       Dim dt As DataTable = ds.Tables.Add("Test")
       dt.Columns.Add("Object", GetType(Object))
       Dim dr As DataRow = dt.NewRow
       dr("Object") = GetObject(ObjectType)
       dt.Rows.Add(dr)
       Return ds
   End Function

So, is this only a problem with datasets?