Answer: Though Web.
1. Expose a Web Service in ASP.Net application
2. Call it in Desktop as well as Mobile application
http://support.microsoft.com/kb/818364
http://www.codeproject.com/Articles/26941/Consuming-Webservice-In-A-Windows-Application
http://www.codeproject.com/Articles/26941/Consuming-Webservice-In-A-Windows-Application