Once I was assigned to wrote a windows service. So with the knowledge i have at that time, I started to write and faced a stream of issues while configuring and installing.
Then I searched in ineternet and found the listed three artilces were very useful when you are dealing with windows services..
From msdn site
1. Start Creating a windows service, lesson1
2. Which is better InstallUtil or a batch file, is upto you.
3. One more example from Internet.