If you have a long running SP, do you log somehow its actions or just wait for this message?
\"Command(s) completed successfully.\"
How are you invoking the stored procedure? If it is through Management Studio then you can easily print out the message as follows
RAISERROR ('Some debugging info', 0, 1) WITH NOWAIT
This is preferable to using PRINT
as the message will appear immediately. These messages can also be caught in ADO.NET by wiring up a handler for the Connection.InfoMessage event.
I see that you have already listed SQL Profiler as a possibility. You might be interested to know that you can log your own user configurable events that can be seen in SQL Profiler.