Here is a nice article by Eric Gunnerson with various tips and tricks. I really liked the first one :

“What is the difference between a Windows Forms project and a Console Application project?

The somewhat surprising answer is not much. The only real difference is that a Console application sends output to a Console Window, and a Windows Form application doesn't. However, this is only the default behavior. There's no reason a Windows Forms application can't have a console window.

Enabling the console window is easy. From Microsoft Visual Studio®, right-click on the project and choose Properties. Change the output type from Windows Application to Console Application. Or, from the command line, use /target:exe instead of /target:winexe.

I've found this to be fairly useful when debugging my applications, and it's easy to turn off the console application when you're done. “

I did not know that! how very cool!