If you were only developing the server-side stuff for the puposes of intercepting Applet requests, you might want to use something simpler or familiar since SOAP (and its development) has a bit of overhead to it. Some IDEs like WSAD 5.1 really help in this regard, but if you're hacking Axis code, etc. directly, be prepared for some blood and sweat.
However, SOAP web services offer the advantage of being mostly platform independant and are very strategic for future application-to-application connectors (i.e. nearly all enterprise application integrators can now talk SOAP, and you can find SOAP APIs in Perl, .NET and most other current languages). Who knows, maybe your data/service will become so popular that others will want to consume it? If you're using SOAP, you're in a better position to offer it up to them.
In any case, you'd be going in the right direction by creating a server-side broker to handle applet requests. Direct client-to-DB access is evil, not only for security, but also for loading, caching, location of business rules, size of the client, etc. Good luck!
Scott
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