Application communication ways – WCF Data Services with EF Code First, WPF and WP7

Let’s assume there is an application database and the various client applications developed in Windows Presentation Foundation, Silverlight, Windows Phone 7 and ASP.NET MVC 3. The database is either MS SQL Server or MS SQL Server CE. Now the potential customer may use one or many of these applications/platforms so the connections to the database must be performed from all of these clients.
The following scenarios are considered. I tried to list some points that should be considered when choosing particular connection approach. The pictures represents the general architecture of the approach.