Where does System.Diagnostics.Debug.Write output appear?

While debugging System.Diagnostics.Debug.WriteLine will display in the output window (Ctrl+Alt+O), you can also add a TraceListener to the Debug.Listeners collection to specify Debug.WriteLine calls to output in other locations.

Note: Debug.WriteLine calls may not display in the output window if you have the Visual Studio option "Redirect all Output Window text to the Immediate Window" checked under the menu Tools → Options → Debugging → General. To display "Tools → Options → Debugging", check the box next to "Tools → Options → Show All Settings".

As others have pointed out, listeners have to be registered in order to read these streams. Also note that Debug.Write will only function if the DEBUG build flag is set, while Trace.Write will only function if the TRACE build flag is set.

Setting the DEBUG and/or TRACE flags is easily done in the project properties in Visual Studio or by supplying the following arguments to csc.exe

/define:DEBUG;TRACE

You need to add a TraceListener to see them appear on the Console.

TextWriterTraceListener writer = new TextWriterTraceListener(System.Console.Out);
Debug.Listeners.Add(writer);

They also appear in the Visual Studio Output window when in Debug mode.