For whoever is interested, I put up a fairly simple data logging class on FEZer.com
The most notable aspect is that it creates a unique file name for the data files. It keeps a file on the SD called index.txt that simply keeps track of the last number used.
This way I can make multiple runs and have separate logs for each time. The data is written out in a CSV format.
I’ve updated the library to add the property: public bool DebugMirror.
If set to true, it will also do a Debug.Print of the data. This way if you are tethered and there’s a problem writing out the data, you’ll see it in the VS Output window.