This section will show you ONE way to make your development experience a little less frustating. This is what I personally do and is by no means the most efficient way of programming for the Xbox 360.
You will soon realize that it's important to have an efficient workflow when you will have to entirely reboot your console just to add or remove a print statement. If you followed the previous sections, you set your DLL as a Dashlaunch plugin, which gets loaded on start-up. Which means that, if you want to reload your DLL, you need to reboot your console. This is extremely wasteful and time consuming so I'll show a few ways to ease your pain.
What can save you a lot of time is being able to load a DLL, see what it does, make some changes then unload it and load it back to apply the changes. This can be achieved in various ways, I'm going to show you one.
I use ModuleLoader to load and unload modules remotely from my computer, it's the one I master the most for one simple reason: I made it. ModuleLoader is a command line tool so there is no graphical interface. If you only ever used Windows, you probably rarely ever used the command prompt but trust me, it's worth learning!
I'll let you read the README of the repository to download it and install what's needed. The documentation is also in the README.
The XDK comes with a debug console called Xbox Watson, it's not that good and very buggy but that's all we have. A start menu shortcut is created automatically so you can open it just by searching "Xbox Watson" in your start menu. The first thing to do is to register your console with its IP address, Xbox Watson doesn't use your default console in Xbox 360 Neighborhood like Visual Studio does for deploying for some reason. Go to Actions > Select Consoles... then type the IP address of your console and click Add.
In order to print a message in the Xbox Watson console just write to stdout or stderr with printf, std::cout, std::cerr or OutputDebugString.
Xbox Watson is very buggy, especially when exceptions occur (that's the case when you just have an RGH and not an actual devkit at least). When Xbox Watson detects that an exception occured on your console, it's going to tell you so and clicking OK or cancel will just make the pop-up appear again. At this point you're basically stuck, you can't close Xbox Watson by clicking the cross in the top-right corner so the only way to stop it is by killing its process in your task manager.