Cool tool: DebugView
Taken from the SysInternals website:
The SysInternals web site was created in 1996 by Mark Russinovich and Bryce Cogswell to host their advanced system utilities and technical information. Microsoft acquired Sysinternals in July, 2006. Whether you’re an IT Pro or a developer, you’ll find Sysinternals utilities to help you manage, troubleshoot and diagnose your Windows systems and applications.
One of the must-have SysInternals tools for a developer is DebugView.
DebugView is an application that lets you monitor debug output on your local system, or any computer on the network that you can reach via TCP/IP. It is capable of displaying both kernel-mode and Win32 debug output, so you don't need a debugger to catch the debug output your applications or device drivers generate, nor do you need to modify your applications or drivers to use non-standard debug output APIs.
So that means that an easy Debug.Write (or Debug.WriteLine) statement is picked up by the DebugView tool, and displayed in the tool. From there, you can filter the lines, search them and more...!
The code that made this screenshot: Debug.WriteLine("Written through a simple Debug.WriteLine statement");