Found the following MSDN resources very helpful:
Hosting and Consuming WCF Services
Large Data and Streaming
Streaming Message Transfer
How to: Enable Streaming
Using Data Contracts
Using Message Contracts
P.S. An annoyance whilst trying to work out why the Streamed transferMode was not working was that the Visual Studio 2010 in-built web server could not handle it. As soon as it was deployed to IIS it worked fine!