For the CTRL+C case, you can use this:
// Tell the system console to handle CTRL+C by calling our method that
// gracefully shuts down.
Console.CancelKeyPress += new ConsoleCancelEventHandler(Console_CancelKeyPress);
static void Console_CancelKeyPress(object sender, ConsoleCancelEventArgs e)
{
Console.WriteLine("Shutting down...");
// Cleanup here
System.Threading.Thread.Sleep(750);
}