Is there a console log for asp.net?
I would try to output it to the clients console ONLY If the Console.WriteLine() function doesnt work for you.
Page.Response.Write("<script>console.log('" + msg + "');</script>");
Ultimately though you should try to write debug statements in your own console (with System.Diagnostics.Debug.WriteLine(...)) and not the client's.
NB System.Diagnostics.Debug.WriteLine(...); gets it into the Immediate Window in Visual Studio 2008.
Go to menu Debug -> Windows -> Immediate:
For Server Side
C# & VB.Net Server Side - This will show in the Visual Studio Output window.
System.Diagnostics.Debug.WriteLine(log data here)
Client Side JavaScript/Jquery - This will show in the browser devtools console window. Works on all popular browsers.
console.log(log data here)