I'm also interested in a solution regarding (.NET) GUI apps and OpenCL programs. I presume the problems lie in here: http://forums.amd.com/devforum/messageview.cfm?catid=390&threadid=120337&highlight_key=y&keyword1=console
i.e. ATI's implementation printing messages to the stderr/stdout.
I've tried redirecting them to files but it doesn't work properly.
Are you planning to do anything about this limitation?