How do I make Visual Studio pause after executing a console application in debug mode?

Try to run the application with the Ctrl + F5 combination.

http://connect.microsoft.com/VisualStudio/feedback/details/540969/missing-press-any-key-to-continue-when-lauching-with-ctrl-f5

In the older versions it would default to the console subsystem even if you selected "empty project", but not in 2010, so you have to set it manually. To do this select the project in the solution explorer on the right or left (probably is already selected so you don't have to worry about this). Then select "project" from the menu bar drop down menus, then select "project_name properties" > "configuration properties" > "linker" > "system" and set the first property, the drop down "subsystem" property to "console (/SUBSYSTEM:CONSOLE)". The console window should now stay open after execution as usual.

Boost test offers the following usage recommendations for Visual Studio that would enable you to run the unit tests automatically at the end of compilation and capture the output into the build window.

The nice side effect of this trick is it enable you to treat test failures as compilation errors. "...you could jump through these errors using usual keyboard shortcuts/mouse clicks you use for compilation error analysis..."