Why do you need to maintain opened connection for weeks / months? That will introduce a lot of complexity, timeouts handling, error handling, recreating connection, etc. I even doubt that this will work.
Net.tcp connections use transport session which leads to PerSession
instancing of WCF service - the single service instance servers all requests and lives for the whole duration of the session (weeks or months in your case) = instance and whole its content is still in the memory. Any interruption or unhandled exception will break the channel and close the session = all session's local data are lost and client must crate new proxy to start a new session again. Also any timeout (default is 20 minutes of inactivity) will close the session. For the last - depending of business logic complexity you can find that if even few hundreds clients needs processing in the same time single server is not able to serve all of them and some clients will timeout (again breaks the session). Allowing load balancing with net.tcp demands load balancing algorithm with sticky sessions (session affinity) and whole architecture becomes even more complicated and fragile. Scalability in net.tcp means that service can be deployed on multiple servers but the whole client session must be handled by single server (if server dies all sessions served by the server die as well).
Hosting in IIS/WAS/AppFabric has several advantages where two of them is health monitoring and process recycling. Health monitoring continuously check that worker process is still alive and can process request - if it doesn't it silently starts new worker process and routes new incoming requests to that process. Process recycling regularly recycles (default setting is after 29 hours) application domain which makes process healthy and reducing memory leaks. The side effect is that both recreating process or application domain will kill all sessions. Once you self host the service you lose all of them so you have to deal with health of your service yourselves.
Edit:
IMHO health status information doesn't have to be send over TCP. That is information that doesn't require all the fancy stuff. If you lose some information it will not affect anything = you can use UDP for health status transfers.
When using TCP you don't need to maintain proxy / session opened just to keep opened the connection. TCP connection is not closed immediately when you close the proxy. It remains opened in a pool for short duration of time and if any other proxy needs connection to the same server it is reused (the default idle timeout in pool should be 2 minutes) - I discussed Net.Tcp transport in WCF in another answer.
I'm not a fan of callbacks - this whole concept in WCF is overused and abused. Keeping 10.000 TCP connection opened for months just in case to be able to send sometimes data back to few PCs sounds ridiculous. If you need to communicate with PC expose the service on the PC and call it when you need to send some commands. Just add functionality which will call the server when the PC starts and when the PC is about to shut down + add transfering monitoring informations.
Anyway 10.000 PCs sending information every minute - this can cause that you will receive 10.000 requests in the same time - it can have the same effect as Denial of service attack. Depending on the processing time your server(s) may not be able to process them and many requests will timeout. You can also think about some message queuing or publish-subscribe protocols. Messages will be passed to a queue or topic and server(s) will process them continuously.
WCF
can do that. It's a performance killer to my experience. – QuinnWCF
hosted in IIS. I expected ~1000 concurrent connections but surprisingly it gets to it's knees at ~200 connections. – Quinn