Rasmus, this is the earlier question.
From the answers it seems the most popular way is to use a simple command line option, or try accessing the Console object in a try catch block (in a Service the Console is not attached to the process and trying to access it throws an exception).
Or if you're having trouble testing/debugging the service, move code into a separate dll assembly and create a seprate test harness (winforms/console etc).
(Just noticed that Jonathan has added his solution to the end of the question.)