Normally this logs both to Trace of the debugging Visual Studio and Output window for the target Visual Studio. However for this project I haven't yet sorted the question with getting an output window pane.
Inheritance: IDiagnosticLogger
        /// <summary>
        /// Initialization of the package; this method is called right after the package is sited, so this is the place
        /// where you can put all the initialization code that rely on services provided by VisualStudio.
        /// </summary>
        protected override void Initialize()
        {
            Trace.WriteLine(string.Format(CultureInfo.CurrentCulture, "Entering Initialize() of: {0}", this));
            base.Initialize();

            var logger = new DiagnosticLogger("AttachToAnything");

            var optionsPage = (AttachTargetOptionPage)GetDialogPage(typeof(AttachTargetOptionPage));
            _controller = new AttachToAnythingController(this, (DTE)GetService(typeof(DTE)), optionsPage, new ProcessWaitSource(logger), logger);

            // Add our command handlers for menu (commands must exist in the .vsct file)
            var menuCommandService = GetService(typeof(IMenuCommandService)) as OleMenuCommandService;
            if (null == menuCommandService)
                return;

            SetupAttachCommand(menuCommandService);
            SetupOptionsCommand(menuCommandService);
        }