See the question and my original answer on StackOverflow

You could use the System Event Notification Service technology which is part of Windows. It has the ISensLogon2 interface that provides logon/logoff events (and other events such as remote session connections).

Here is a piece of code (a sample Console Application) that demonstrates how to do it. You can test it using a remote desktop session from another computer for example, this will trigger the SessionDisconnect, SessionReconnect events for example.

This code should support all versions of Windows from XP to Windows 8.

Add reference to the COM component named, COM+ 1.0 Admin Type Library aka COMAdmin.

Note Be sure to set the Embed Interop Types to 'False', otherwise you will get the following error: "Interop type 'COMAdminCatalogClass' cannot be embedded. Use the applicable interface instead."

Contrary to other articles you will find on the Internet about using this technology in .NET, it does not references the Sens.dll because ... it does not seem to exist on Windows 8 (I don't know why). However the technology seems supported and the SENS service is indeed installed and runs fine on Windows 8, so you just to need to declare the interfaces and guids manually (like in this sample), or reference an interop assembly created on an earlier version of Windows (it should work fine as the guids and various interfaces have not changed).

class Program
{
    static SensEvents SensEvents { get; set; }

    static void Main(string[] args)
    {
        SensEvents = new SensEvents();
        SensEvents.LogonEvent += OnSensLogonEvent;
        Console.WriteLine("Waiting for events. Press [ENTER] to stop.");
        Console.ReadLine();
    }

    static void OnSensLogonEvent(object sender, SensLogonEventArgs e)
    {
        Console.WriteLine("Type:" + e.Type + ", UserName:" + e.UserName + ", SessionId:" + e.SessionId);
    }
}

public sealed class SensEvents
{
    private static readonly Guid SENSGUID_EVENTCLASS_LOGON2 = new Guid("d5978650-5b9f-11d1-8dd2-00aa004abd5e");
    private Sink _sink;

    public event EventHandler<SensLogonEventArgs> LogonEvent;

    public SensEvents()
    {
        _sink = new Sink(this);
        COMAdminCatalogClass catalog = new COMAdminCatalogClass(); // need a reference to COMAdmin

        // we just need a transient subscription, for the lifetime of our application
        ICatalogCollection subscriptions = (ICatalogCollection)catalog.GetCollection("TransientSubscriptions");

        ICatalogObject subscription = (ICatalogObject)subscriptions.Add();
        subscription.set_Value("EventCLSID", SENSGUID_EVENTCLASS_LOGON2.ToString("B"));
        subscription.set_Value("SubscriberInterface", _sink);
        // NOTE: we don't specify a method name, so all methods may be called
        subscriptions.SaveChanges();
    }

    private void OnLogonEvent(SensLogonEventType type, string bstrUserName, uint dwSessionId)
    {
        EventHandler<SensLogonEventArgs> handler = LogonEvent;
        if (handler != null)
        {
            handler(this, new SensLogonEventArgs(type, bstrUserName, dwSessionId));
        }
    }

    private class Sink : ISensLogon2
    {
        private SensEvents _events;

        public Sink(SensEvents events)
        {
            _events = events;
        }

        public void Logon(string bstrUserName, uint dwSessionId)
        {
            _events.OnLogonEvent(SensLogonEventType.Logon, bstrUserName, dwSessionId);
        }

        public void Logoff(string bstrUserName, uint dwSessionId)
        {
            _events.OnLogonEvent(SensLogonEventType.Logoff, bstrUserName, dwSessionId);
        }

        public void SessionDisconnect(string bstrUserName, uint dwSessionId)
        {
            _events.OnLogonEvent(SensLogonEventType.SessionDisconnect, bstrUserName, dwSessionId);
        }

        public void SessionReconnect(string bstrUserName, uint dwSessionId)
        {
            _events.OnLogonEvent(SensLogonEventType.SessionReconnect, bstrUserName, dwSessionId);
        }

        public void PostShell(string bstrUserName, uint dwSessionId)
        {
            _events.OnLogonEvent(SensLogonEventType.PostShell, bstrUserName, dwSessionId);
        }
    }

    [ComImport, Guid("D597BAB4-5B9F-11D1-8DD2-00AA004ABD5E")]
    private interface ISensLogon2
    {
        void Logon([MarshalAs(UnmanagedType.BStr)] string bstrUserName, uint dwSessionId);
        void Logoff([In, MarshalAs(UnmanagedType.BStr)] string bstrUserName, uint dwSessionId);
        void SessionDisconnect([In, MarshalAs(UnmanagedType.BStr)] string bstrUserName, uint dwSessionId);
        void SessionReconnect([In, MarshalAs(UnmanagedType.BStr)] string bstrUserName, uint dwSessionId);
        void PostShell([In, MarshalAs(UnmanagedType.BStr)] string bstrUserName, uint dwSessionId);
    }
}

public class SensLogonEventArgs : EventArgs
{
    public SensLogonEventArgs(SensLogonEventType type, string userName, uint sessionId)
    {
        Type = type;
        UserName = userName;
        SessionId = sessionId;
    }

    public string UserName { get; private set; }
    public uint SessionId { get; private set; }
    public SensLogonEventType Type { get; private set; }
}

public enum SensLogonEventType
{
    Logon,
    Logoff,
    SessionDisconnect,
    SessionReconnect,
    PostShell
}

Note: Ensure that Visual Studio is running with administrator priviledges by right-clicking your Visual Studio shortcut and clicking run as administrator, otherwise an System.UnauthorizedAccessException will be thrown when the program is run.