You want to operate a daemon that exposes itself via ASMX, using Mono 2. (or later). Rather than coping with the ASP.Internet hosting APIs, we are considering just beginning a daemon thread within the Application_Start event. XSP2 should not restart the appdomain, so our daemon is going to be safe.

What are the disadvantages for this (besides being a little odd)? Every other approaches that allow us have our code running within the same appdomain because the ASMX demands?