This technique lets you debug your service as if it were a console app - just pass in -a on the command line.

In your Main method:

            if (args.Length > 0 && args[0] == "-a")
            {
                // Running as an application
                MyService ms = new MyService();
                ms.DoStart();
                Console.WriteLine("Press Enter to Stop");
                Console.ReadLine();
                ms.DoStop();
            } else {
                // Running as a service
                ServiceBase[] servicesToRun = { new MyService() };
                ServiceBase.Run(servicesToRun);
            }

And in the MyService class that derives from ServiceBase:

        protected override void OnStart(string[] args)
        {
            DoStart();
        }

        protected override void OnStop()
        {
            DoStop();
        }

        internal void DoStart()
        {
            // Start your service thread here
        }

        internal void DoStop()
        {
            // Tell your service thread to stop here
        }