How have you successfully implemented MessageBox.Show() functionality in MVVM?
Solution 1:
Services to the rescue. Using Onyx (disclaimer, I'm the author) this is as easy as:
public void Foo()
{
IDisplayMessage dm = this.View.GetService<IDisplayMessage>();
dm.Show("Hello, world!");
}
In a running application, this will indirectly call MessageBox.Show("Hello, world!"). When testing, the IDisplayMessage service can be mocked and provided to the ViewModel to do what ever you want to accomplish during the test.
Solution 2:
Of the two you mention, I prefer option #2. The Delete button on the page just makes the "Confirm Delete Dialog" appear. The "Confirm Delete Dialog" actually kicks off the Delete.
Have you checked out Karl Shifflett's WPF Line Of Business Slides and Demos? I know he does something like this. I'll try to remember where.
EDIT: Check out Demo #11 "Data Validation in MVVM" (EditContactItemsControlSelectionViewModel.DeleteCommand). Karl calls a popup from the ViewModal (What!? :-). I actually like your idea better. Seems easier to Unit Test.