Debug Windows Services
Phillip Jacobs has posted describing how to debug a Windows Service without having the process attached to the service... and i agree as attaching the process to the service and compile, deploy every time is just painfull, from my perspective the best and easiest way to do so is to have the statment Debugger.Launch and you will be able to go through your breakpoints.
http://msdn2.microsoft.com/en-us/library/system.diagnostics.debugger.launch.aspx
Phillip Jacobs post