Peter and Wayne have been throwing around ideas and techniques for debugging Windows Services (specifically the onStart method).
I picked up a great technique for this awhile back. Assuming your class is called GenericService, you can just add the following code to the Main function.
(new GenericService()).OnStart(null);
Then you just run your project and step in to the onStart code as you would with any other application.
I wish I could remember where I first saw this (or some variation of it), but it's definitely come in handy for me.