Even easier than creating a new project is to go to the project
properties and set the Output type to Windows Application (it's on the
Application tab). If you already had a Console App it will automagically
no longer show the console without having to change a single line of
code.
Yes, if the project already exists and is a console application, it's
easier to just fix the project type.
For a new project, it seems to me that the relative difficulty is about
the same between both methods. The project setting is in just one place
but, at least on my computer, that property page takes longer to load than
simply selecting and deleting an assembly reference and related pieces
(i.e., it's a couple of clicks and keypresses to get rid of the assembly
and the Form1 class, and then just a quick visit to the Program.cs file,
which would have to happen during the course of implementing a console
application in the first place.
In other words, there's more UI interaction starting with a Forms project,
but the interaction can happen more quickly.
YMMV.
Pete