Hi Olle,
You can always develop your own XML. InfoPath handles multiple data connections. Just take the data connection for the Web service and map it into your main data source. The extra abstraction of not deriving from the Web service will save huge cost down the road when the Web service changes and invalidates your form and all previous data. You need an abstraction layer. Having an independently defined main data source allows you to preserve backward compat to old XML instance data. That's important in a year or two from now. Believe me, we have seen this problem many times.
The main data source implies a "contract" as well. Since InfoPath will validate your data, you don't need to doubly restrict yourself to the WS contract. Just provide an XSL layer to transform the WS fields into your main data source. You can update the XSL later when the WS changes and still keep backward compatibility with previously submitted XML. If all of your data is shredded to a DB it's still helpful because you won't have to rebind fields in your form.
Bottom line: I don't recommend deriving schema from WS. We've done it many many times and each time we got burned. We stopped doing this many years ago. Just bad practice because it costs more money and that's the final judgment here.
But what do I know? I just build InfoPath solutions all day long. I don't know anything!