#define DEBUG

using System;
using System.Collections.Generic;
using System.Text;

namespace Macros
{
    class Program
    {
        static void Main(string[] args)
        {
            #if DEBUG
               System.Console.WriteLine("This is Debug version !");
            #else
                System.Console.WriteLine("This is Release version!");
            #endif
                System.Console.ReadLine();
        }
    }
}

MSDN:描述