What you describe requires singleton service (something you should avoid) because normally each call or session gets a new instance = a new call to constructor. In self hosted WCF service you can instantiate singleton service instance and pass it to ServiceHost constructor. In case of IIS hosted service used together with ServiceRoute you can try to create your own class derived from ServiceHostFactory and pass created service instance as a parameter to its constructor.
In this factory class implement CreateServiceHost method and pass that existing service instance into ServiceHost constructor. To make this work your service class must still be handled as singleton through service behavior .
AppFabric autostart is what I would recommend - even though you say you cannot use it - this is the problem it was meant to solve (warming up your service).
I cant really gove you an answer,but what I can give you is a way to a solution, that is you have to find the anglde that you relate to or peaks your interest. A good paper is one that people get drawn into because it reaches them ln some way.As for me WW11 to me, I think of the holocaust and the effect it had on the survivors, their families and those who stood by and did nothing until it was too late.