Update: I have resolved the problem, so I figured I'd update this with the answer in case anyone else is seeing the same thing.
I was having a problem adding the reference to the .Text services. When invoking anything, I would get the following message:
An unhandled exception of type 'System.InvalidOperationException' occurred in system.web.services.dll
Additional information: Client found response content type of '', but expected 'text/xml'.
As Scott pointed out below, something that I didn't bother the check, the proxy's URL property is set to http://weblogs.asp.net/Services/SimpleBlogService.asmx. I guess the end point isn't dynamically generated in the WSDL.
If you update this for your blog - http://weblogs.asp.net/YOURBLOG/Services/SimpleBlogService.asmx - it should work fine.
Sometimes it's the most obvious thing you forget to check.
A good example on why I should pay attention in class instead of trying to develop stuff :)