HTTP Endpoints in SQL Server 2005 are normally a way to support SQL Server clients that speak the SOAP protocol. It turns out that, although the HTTP endpoint requires a SOAP request, the response need not necessarily be SOAP or even XML. You can return something other than the vanilla document-literal SOAP format; the way to accomplish this is to use FORMAT=NONE in your WEBMETHOD declaration.
Usually HTTP endpoints return an XML complex type, SqlResultStream; you get this behavior with FORMAT=ALL_RESULTS, the default. FORMAT=ROWSETS_ONLY produces only SqlRowSet complex types, this shows up in .NET clients as a DataSet. FORMAT=NONE is the alternative. When you specify NONE, SQL Server doesn't even bother to wrap the result in a SOAP packet. You can use this for sending *anything* back to the client. Although your response can be a nicely formatted SOAP packet, it can also be any XML, more complex SOAP (e.g., additional SOAP Headers). The response doesn't even have to be XML at all, anything can be streamed back to the client, although this has a potential for surprising the receiver.
You use FORMAT=NONE with a stored procedure that has no input or output parameters. It must return a resultset with a single "column" with the special name "XML_F52E2B61-18A1-11d1-B105-00805F49916B". This name is actually an indicator to the underlying protocols that the result should be streamed back to the client, rather than formatted into columns and rows. You might be wondering where you've seen this column name before; if you use SELECT…FOR XML queries, this is the “column” that these queries return. You can also return raw SELECT…FOR XML output using FORMAT=NONE.
When I first heard of this option, the use that immediately came to mind was support of advanced web service procotols. Although I can *output* non-vanilla SOAP using FORMAT=NONE, there doesn't currently seem to be a way for a "webmethod" stored procedure to get ahold of the raw *input* message to an HTTP Endpoint. So, right now, I can't send complex input and have the stored procedure respond to it. Hmm…