XML Firewall is not tied to a WSDL, but WS-Proxy is. When you are not working with a WebService with WSDL definitions, then XML firewall is the way to go. And also if you are working with binary and non-xml data, you could use an XML firewall as opposed to a WS-Proxy.  You would write matching rules etc, by yourself in an XML firewall whereas in a WS-Proxy they are auto-generated for you depending on your WSDL definitions.

When you do not want processing based on WSDL operations or definitions based on the WSDL and you are trying to do something generic, you could go with lightweight XML Firewall, rather than a WS-Proxy.

To give an example:

You could use XML Firewall with a AAA Action if you are writing a service for authentication/Authorization for all the services together.

But you could use a WS-Proxy if you want the Authentication/Authorization to be performed for some operations and not for the others.

Hope this helps.

Sinu