One thing I just found in VS 2017 (and I think it's in other versions too) is:
Tools | Options | Debugging | General > Redirect all Output Window text to the Immediate Window
This gives you just the program's Debug.Write
X
output in the immediate window and leaves all that other trash in the output window, which you can leave closed.
I can still go look at the trash in the output window if I need to for some reason; it isn't suppressed. It just doesn't make it into the immediate window.
And I just leave the little immediate window docked at the bottom.
I think it's good because with all the trash coming out in the output window, I really wasn't paying any more attention to the output than I would a terms of use agreement (which is to say, just about none), so the baby was getting thrown out with the bath water. But now I actually see some program debug output that lo and behold, needs attention.
IMHO Microsoft should expand the output window dropdown box to include all the categories that FetFrumos pointed out in his answer, so developers can just leave it set to "Program Output". I think this would be a good improvement.