It's apparent that WLW works like a charm together with
Umbraco's support for the MetaWeblog API. Now, I just want to find
a free client that works on my iPhone.
Oh, and I did nothing extra for this to work, it comes out of
the box (apart for some settings needed on my user).
Lo' and behold, there's a "♥" in the URL, I didn't know that was
allowed.