It sounds like an easy task, but I have seen many times that people actually do some strange stuff, trying to run a .NET project containing Windows service from debugger. So decided I'll write a small note on how do I do that.
If you create a project for Windows service, using wizard in Visual Studio, try to execute it straight from debugger. You'll get that service cannot start or something similar. I do a small trick by checking if debugger is attached and calling some sort of Start method in such case, or executing code created by wizard otherwise....