Scheduled task or windows service

You have at least three options. I have presented them in order of usage preference.

Method 1 - You can use the SC tool (Sc.exe) included in the Resource Kit. (included with Windows 7/8)

Open a Command Prompt and enter

sc delete <service-name>

Tool help snippet follows:

DESCRIPTION:
        SC is a command line program used for communicating with the
        NT Service Controller and services.

delete----------Deletes a service (from the registry).

Method 2 - use delserv

Download and use delserv command line utility. This is a legacy tool developed for Windows 2000. In current Window XP boxes this was superseded by sc described in method 1.

Method 3 - manually delete registry entries (Note that this backfires in Windows 7/8)

Windows services are registered under the following registry key.

HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services

Search for the sub-key with the service name under referred key and delete it. (and you might need to restart to remove completely the service from the Services list)

Update:

Nearly four years after my original answer and this answer is very out of date. Since TopShelf came along Windows Services development got easy. Now you just need to figure out how to support failover...

Original Answer:

I'm really not a fan of Windows Scheduler. The user's password must be provided as @moodforall points out above, which is fun when someone changes that user's password.

The other major annoyance with Windows Scheduler is that it runs interactively and not as a background process. When 15 MS-DOS windows pop up every 20 minutes during an RDP session, you'll kick yourself that didn't install them as Windows Services instead.

Whatever you choose I certainly recommend you separate out your processing code into a different component from the console app or Windows Service. Then you have the choice, either to call the worker process from a console application and hook it into Windows Scheduler, or use a Windows Service.

You'll find that scheduling a Windows Service isn't fun. A fairly common scenario is that you have a long running process that you want to run periodically. But, if you are processing a queue, then you really don't want two instances of the same worker processing the same queue. So you need to manage the timer, to make sure if your long running process has run longer than the assigned timer interval, it doesn't kick off again until the existing process has finished.

After you have written all of that, you think, why didn't I just use Thread.Sleep? That allows me to let the current thread keep running until it has finished and then the pause interval kicks in, thread goes to sleep and kicks off again after the required time. Neat!

Then you then read all the advice on the internet with lots of experts telling you how it is really bad programming practice:

http://msmvps.com/blogs/peterritchie/archive/2007/04/26/thread-sleep-is-a-sign-of-a-poorly-designed-program.aspx

So you'll scratch your head and think to yourself, WTF, Undo Pending Checkouts -> Yes, I'm sure -> Undo all today's work..... damn, damn, damn....

However, I do like this pattern, even if everyone thinks it is crap:

OnStart method for the single-thread approach.

protected override void OnStart (string args) {

   // Create worker thread; this will invoke the WorkerFunction
   // when we start it.
   // Since we use a separate worker thread, the main service
   // thread will return quickly, telling Windows that service has started
   ThreadStart st = new ThreadStart(WorkerFunction);
   workerThread = new Thread(st);

   // set flag to indicate worker thread is active
   serviceStarted = true;

   // start the thread
   workerThread.Start();
}

The code instantiates a separate thread and attaches our worker function to it. Then it starts the thread and lets the OnStart event complete, so that Windows doesn't think the service is hung.

Worker method for the single-thread approach.

/// <summary>
/// This function will do all the work
/// Once it is done with its tasks, it will be suspended for some time;
/// it will continue to repeat this until the service is stopped
/// </summary>
private void WorkerFunction() {

   // start an endless loop; loop will abort only when "serviceStarted"
   // flag = false
   while (serviceStarted) {

      // do something
      // exception handling omitted here for simplicity
      EventLog.WriteEntry("Service working",
         System.Diagnostics.EventLogEntryType.Information);

      // yield
      if (serviceStarted) {
         Thread.Sleep(new TimeSpan(0, interval, 0));
      }
   }

   // time to end the thread
   Thread.CurrentThread.Abort();
}

OnStop method for the single-thread approach.

protected override void OnStop() {

   // flag to tell the worker process to stop
   serviceStarted = false;

   // give it a little time to finish any pending work
   workerThread.Join(new TimeSpan(0,2,0));
}

Source: http://tutorials.csharp-online.net/Creating_a_.NET_Windows_Service%E2%80%94Alternative_1%3a_Use_a_Separate_Thread (Dead Link)

I've been running lots of Windows Services like this for years and it works for me. I still haven't seen a recommended pattern that people agree on. Just do what works for you.