How to write to the Output window in Visual Studio?

OutputDebugString function will do it.

example code

    void CClass::Output(const char* szFormat, ...)
{
    char szBuff[1024];
    va_list arg;
    va_start(arg, szFormat);
    _vsnprintf(szBuff, sizeof(szBuff), szFormat, arg);
    va_end(arg);

    OutputDebugString(szBuff);
}

If this is for debug output then OutputDebugString is what you want. A useful macro :

#define DBOUT( s )            \
{                             \
   std::ostringstream os_;    \
   os_ << s;                   \
   OutputDebugString( os_.str().c_str() );  \
}

This allows you to say things like:

DBOUT( "The value of x is " << x );

You can extend this using the __LINE__ and __FILE__ macros to give even more information.

For those in Windows and wide character land:

#include <Windows.h>
#include <iostream>
#include <sstream>

 #define DBOUT( s )            \
{                             \
   std::wostringstream os_;    \
   os_ << s;                   \
   OutputDebugStringW( os_.str().c_str() );  \
}

Use the OutputDebugString function or the TRACE macro (MFC) which lets you do printf-style formatting:

int x = 1;
int y = 16;
float z = 32.0;
TRACE( "This is a TRACE statement\n" );    
TRACE( "The value of x is %d\n", x );
TRACE( "x = %d and y = %d\n", x, y );
TRACE( "x = %d and y = %x and z = %f\n", x, y, z );