"Debug only" code that should run only when "turned on"

An instance variable would probably be the way to do what you want. You could make it static to persist the same value for the life of the program (or thread depending on your static memory model), or make it an ordinary instance var to control it over the life of an object instance. If that instance is a singleton, they'll behave the same way.

#if DEBUG
private /*static*/ bool s_bDoDebugOnlyCode = false;
#endif

void foo()
{   
  // ...
#if DEBUG
  if (s_bDoDebugOnlyCode)
  {
      // Code here gets executed only when compiled with the DEBUG constant, 
      // and when the person debugging manually sets the bool above to true.  
      // It then stays for the rest of the session until they set it to false.
  }
#endif
 // ...
}

Just to be complete, pragmas (preprocessor directives) are considered a bit of a kludge to use to control program flow. .NET has a built-in answer for half of this problem, using the "Conditional" attribute.

private /*static*/ bool doDebugOnlyCode = false; 
[Conditional("DEBUG")]
void foo()
{   
  // ...    
  if (doDebugOnlyCode)
  {
      // Code here gets executed only when compiled with the DEBUG constant, 
      // and when the person debugging manually sets the bool above to true.  
      // It then stays for the rest of the session until they set it to false.
  }    
  // ...
}

No pragmas, much cleaner. The downside is that Conditional can only be applied to methods, so you'll have to deal with a boolean variable that doesn't do anything in a release build. As the variable exists solely to be toggled from the VS execution host, and in a release build its value doesn't matter, it's pretty harmless.

What you're looking for is

[ConditionalAttribute("DEBUG")]

attribute.

If you for instance write a method like :

[ConditionalAttribute("DEBUG")]
public static void MyLovelyDebugInfoMethod(string message)
{
    Console.WriteLine("This message was brought to you by your debugger : ");
    Console.WriteLine(message);
}

any call you make to this method inside your own code will only be executed in debug mode. If you build your project in release mode, even call to the "MyLovelyDebugInfoMethod" will be ignored and dumped out of your binary.

Oh and one more thing if you're trying to determine whether or not your code is currently being debugged at the execution moment, it is also possible to check if the current process is hooked by a JIT. But this is all together another case. Post a comment if this is what you2re trying to do.

You could try this if you only need the code to run when you have a debugger attached to the process.

if (Debugger.IsAttached)
{
     // do some stuff here
}

I think it may be worth mentioning that [ConditionalAttribute] is in the System.Diagnostics; namespace. I stumbled a bit when I got:

Error 2 The type or namespace name 'ConditionalAttribute' could not be found (are you missing a using directive or an assembly reference?)

after using it for the first time (I thought it would have been in System).

If you want to know whether if debugging, everywhere in program. Use this.

Declare global variable.

bool isDebug=false;

Create function for checking debug mode

[ConditionalAttribute("DEBUG")]
    public static void isDebugging()
    {
        isDebug = true;
    }

In the initialize method call the function

isDebugging();

Now in the entire program. You can check for debugging and do the operations. Hope this Helps!