In some of the software I've written I've made it write to the event log. And personally I really like doing that. I can put in detailed information as to what went wrong. However, at least in my practice I've created a new source in the event log, so that I can quickly find the error message when opening the event viewer. However, that requires administrative privileges to create that source in the event log. Some users I've dealt with don't like my having to get onto their machine and do that. So at least from my interaction with the users I've hit a mixed bag about this.

As an aside, I've love to know if there is a way of getting that new source into the user's event log without actually having to go to their machine and enter it? I suppose it might be possible with a group policy, but doesn't that require the Windows Server to be as new as or newer than the Windows clients? (Often our Windows Server lagged behind the clients by years.)