Just a few small changes to my NLog sample logging to Azure Application Insights.

I modified the application so I could provide the InstrumentationKey via the command line or the ApplicationInsights.Config file.(I have a minimalist config for this sample)

namespace devMobile.Azure.ApplicationInsightsNLogClient
{
   class Program
   {
      private static Logger log = LogManager.GetLogger(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType.ToString());

      static void Main(string[] args)
      {
         if ((args.Length != 0) && (args.Length != 1))
         {
            Console.WriteLine("Usage ApplicationInsightsNLogClient");
            Console.WriteLine("      ApplicationInsightsNLogClient <instrumentationKey>");
            return;
         }

         if (args.Length == 1)
         {
            TelemetryConfiguration.Active.InstrumentationKey = args[0];
         }

         log.Trace("This is an nLog Trace message");
         log.Debug("This is an nLog Debug message");
         log.Info("This is an nLog Info message");
         log.Warn("This is an nLog Warning message");
         log.Error("This is an nLog Error message");
         log.Fatal("This is an nLog Fatal message");

         TelemetryConfiguration.Active.TelemetryChannel.Flush();

			Console.WriteLine("Press <enter> to exit>");
			Console.ReadLine();
		}
	}
}

Code for my sample console application is here.