I’d like to give external access to a web application. Several applications on many clients will use this service extensively (hopefully), which will always lead to CRUD functions on a database.
Is a webservice always the first choice? Is there any rule of thumb when to choose webservices, sockets, etc?
It really depends on who your clients are, what kind of performance are you looking at, how well your clients know the technologies.
Sockets etc might give you a good performance speed but development time might increase for both, you and your clients.
SOAP web services established a standard quite some time back but now people are using REST web services more because of its simplicity and less overhead.
I am heavily impressed by the RESTful webservices offered by twilio
I am sure that Twilio is receiving hundreds of thousands of calls a day and they are performing just well.
Have a look at the following articles for more understanding about them
http://www.ibm.com/developerworks/webservices/library/ws-restful/
http://grails.org/doc/1.0.x/guide/13.%20Web%20Services.html