I've just discovered Topshelf for creating Windows Services in .Net. It makes building Windows Services a breeze, and you can also run them in the Visual Studio debugger easily too. Just look at the simple code example here ... and you only need to create a console app to make this example work.
Adding Topshelf to your project is easy thanks to NuGet. Your service code just needs to be a plain object and doesn't need to inherit from any special base class. It makes the whole thing extremely simple.
When you've compiled your console app, you can run it in the debugger to check it, and when you want to install it as a proper service, you just pass "install" as a command line argument when you run the exe. To remove the service you re-run the console app and pass "uninstall" on the command line.