The console application is not an option, as others have stated.
If you want the task to run every x minutes, the easiest option is to schedule the task using the console application.
The Windows service has advantages, but is a little more difficult to implement and deploy. However, if your application should be "always on" (for example, you need to respond to external triggers, listen to the message queue, ...), the only way is the Windows service. As others noted, the service infrastructure also provides more management capabilities, built-in integration with the event log, reboot and fault tolerance ...
jeroenh
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