This is simpler than it sounds. You should aim to return what is known as a
Data Transfer Object (DTO). This sort of object is meant to do nothing more
than transfer data from one layer to another. It is not meant to have any
behavior associated with it at all.

To give a simple example of the sort of object I mean:

public struct Order {
   public int ID;
   public int CustomerID;
   public DateTime OrderDate;
   public OrderLineItem[] LineItems;
}

public struct OrderLineItem {
   public int ID;
   public int Quantity;
   public float SalePrice;
   public Product Item;
}

public struct Product {
   public int ID;
   public string Name;
   public float StandardPrice;
   // etc.
}

[WebMethod]
public Order[] GetOrdersByCustomerID(int id)
{
   ...
}

This is a set of primitive types, and arrays and structs of primitive types,
etc. This should all map nicely and by default to and from WSDL and XSD.
Messages of this nature should be useable by any platform.