Often it is very useful to have a console besides the winform/wpf application. And its really easy to :)
Create an available class:

public static class ConsoleEx
{

/// <summary>
/// Shows the Console
/// </summary>
[DllImport("kernel32.dll")]
public static extern Boolean AllocConsole();

/// <summary>
/// Hides the Console
/// </summary>
[DllImport("kernel32.dll")]
public static extern Boolean FreeConsole();

}

I then use it like this in my Code (WPF App):
public partial class App : Application
{

public App(){

#if DEBUG
ConsoleEx.AllocConsole();
#endif

}

}

You could use this with a Linq DataContext:

MyDataContext.Log = Console.Out;