Creating a Service is only relevant if you need to perform long-running 
operations, or to supply functionnality for other applications. I would not 
recommend to go for this.
You can either create a subclass of 
android.app.Application<http://developer.android.com/reference/android/app/Application.html>.
 
It will allow you to create your socket controller when the application is 
created, and ensure that this object will be valid untill the application 
process is killed by the OS.
Or you can simply create a Singleton socket controller, and access it 
through each of your Activity. Singleton objects must be handled carefully 
in Android because of the memory management policy of the OS. But if you 
carefully initialize you Singleton object when application is launched, and 
destroy resources when it is closed, it works fine.
Last option is to use a dependency injection library to avoid managing 
singleton instances. Have a look at what 
Roboguice<http://code.google.com/p/roboguice/> offers. 
It is very powerfull.

Regards.

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