There are several ways:
Write-Host: Write directly to the console, not included in function/cmdlet output. Allows foreground and background colour to be set.
The latter is intended for extra optional information,
Write-Debug for debugging (so would seem to fit in this case).
Additional: In PSH2 (at least) scripts using cmdlet binding will automatically get the
-Debug switch parameters, locally enabling
Write-Debug (i.e. overriding the preference variables) as compiled cmdlets and providers do.