I'd like to have my server write a log file. Nothing exotic, just a debugging tool. Is there a best choice for the way to do this? Use NULOG? Write to a particular directory? Thanks.
The server already writes to a log file. You might want to see if the raw logs will give you what you need before you go to the trouble of implementing your own logging. In Control Panel go to Site Tools > Raw Logs to enable the ability to download the logs. Within 24 hours the first log should be available. There's more info in this Knowledge Base article.
The log Michael recommended is the raw HTTP log. It sound like you want to log application error. You may want to look into eLMAH See http://www.hanselman.com/blog/ELMAHErrorLoggingModulesAndHandlersForASPNETAndMVCToo.aspx https://www.nuget.org/packages/elmah/ You should log to app_data directory as this directory stop people from browsing into it.
I should have picked up on that when you said "debugging." Well, now you know where the raw logs are.