While wondering how to direct output to my console I come upon a funny thing. Under Ubuntu 8.04.1 try sudo cat /dev/console and just watch (if you can) 
I know it is stupid but this is just another outdated thing which is questioned in the current LPI exam
Anyway, according to some sources output directed to /dev/console should be shown on the xconsole session This should be especially useful when debugging applications. Presumably, if you know the facility and the priority of the debugging messages, you could direct them through syslog to the console.