<p>How to unit test WCF services? Any 3rd Party tools available?</p>

What exactly do you want to test? Connectivity or service methods?
Cool thing about WCF is that you can just define interfaces (err, contracts) and test them as regular code. Then you can assume that they will work via any connection type supported by WCF.
Connectivity can be tested by hosting your service directly in UT or on development web-server.
As for tools, you there are tons of unit testing frameworks: NUnit, built-in tests in Visual Studio, xUnit, etc, etc.
You can download "
Visual Studio 2008 and .NET Framework 3.5 Training Kit
" and "
.NET Framework 3.5 Enhancements Training Kit
" if I recall correctly there were samples for WCF unit tests