Integration tests across a 3-tier .NET solution

Question

I have a 3-tiered .NET solution.

1. Database (SQL SERVER 2008)
2. Web Service (SOAP Service - *.asmx)
3. WPF Client

I am comfortably writing Unit Tests within (3) The Client.
I am currently working on writing tests between (1)Database & (2)Service.

My question is, what are some useful ways to run integration tests across all 3 tiers. I would like this to run locally in my Test Runner, as well as part of the integration test.

Primarily, I am stuck on how to have a transient (setup-teardown-able) (2) Web Service & (1) Database that can be tested with (3) Client code as part of a full integration test.