In the past, perhaps versions of Visual Studio prior to the 2008 that I am using now, I would do something like this in my VB.NET code:
System.Diagnostics.De
It should go to the output window if your app is compiled with the Debug configuration rather than the Release configuration. But instead of Debug.WriteLine(), try using Trace.WriteLine() (optionally with a ConsoleTraceListener attached).
Debug.WriteLine()
Trace.WriteLine()
ConsoleTraceListener