Microsoft is finally acknowledging in public something that I’ve been failing to convince people about for a while now. From “XML Web Services Created Using ASP.NET and XML Web Service Clients” on MSDN:
This topic is specific to a legacy technology. XML Web services and XML Web service clients should now be created using Windows Communication Foundation (WCF).
You will find this paragraph on many pages under this topic, and I hope this paragraph will be placed on every page associated with ASMX in the near future.
Also, consider: if ASMX is "legacy", then what does that make WSE, which is based on ASMX? Still obsolete.