Check out the Utilities module in the Samples project. There is a function
called GetOutputWindowPane. I copied this function to my own project and use
it like this:

Dim outputWindowPane As EnvDTE.OutputWindowPane
outputWindowPane = GetOutputWindowPane("My report")
outputWindowPane.OutputString("Test" + vbLf)

HTH,
Boris

I have the same problem as the original poster. The output is only visible
when the macro has finished. I hope there is something like Excel's
Application.ScreenUpdating. Here is how I display the output.

' Prepare output pane
With DTE.ToolWindows.OutputWindow.OutputWindowPanes
Try
 ' Get existing "Macros" pane
 outputPane = .Item("Macros")
Catch ex As ArgumentException
 ' Does not exist yet, create new one
 outputPane = .Add("Macros")
End Try
outputPane.Clear()
outputPane.Activate()
End With
' Make output window visible
DTE.ToolWindows.OutputWindow.Parent.Visible = True

' Then call this method during macro execution to display something
' Writes a single line including line feed to the output pane.
Private Sub OutputWriteLine(ByVal format As String, ByVal ParamArray args As
Object())
 outputPane.OutputString(String.Format(format, args) & vbCrLf)
End Sub