I was getting a strange problem at a client's site recently where on occasion, an ASP.NET application that called a web service would throw different exceptions. The fact that I could claim "It works on my machine" meant little consolation. Stranger still, when debugging the application, it would blow up at different spots. When it finally blew up on a call to Response.Redirect, the client suddenly remembered some code that he used in a similar situation before. The theory was that there is some kind of misconfiguration in the servers somewhere, so this should not be needed, but this work-around has since been added and no additional errors have been reported.
// svc is a WebService that you would use in your ASP.NET application
svc.Proxy = new System.Net.WebProxy("127.0.0.1");
((System.Net.WebProxy)svc.Proxy).BypassList = new string[] { "NameOfLocalMachine" };