I got a question this week from a developer trying to use Application Insights to record telemetry in his new Windows Phone project. He could see Application Insights making entries/recordings in the output window, and the number in the toolbar incrementing when he debugs. Every time he clicks the Application Insights button, it takes him to the new Azure portal. The portal says it's not available, and to go to visualstudio.com. Unfortunately, when he goes to Visual Studio Online, his app doesn’t show up.
The developer was getting caught by the migration of Application Insights from VSO to Microsoft Azure, because the App Insights extension in VS2013 Update 3 jumped the gun.
Application Insights is currently being integrated with Microsoft Azure. Version 1.3 is part of Visual Studio Online. Version 2.0 is part of Azure. Visual Studio 2013 Update 3 installs the Version 2.0 stuff for your app. The Azure portal however only support web sites at the moment for v2.0. Windows and Windows Phone will come real soon for version 2.0 in the Azure Portal, but is not available right now. If you want to use Application Insights for Windows apps, you'll need to use v1.3. If you're willing to wait a little bit, you can use v2.0 This MSDN article starts the explanation: http://msdn.microsoft.com/library/dn793604.aspx
If you'd like to use v1.3, follow the instructions at the bottom of the article. It involves uninstalling the v2.0 extension, and installing the 1.3 extension.
Hope that clarifies it!
Till next time,
Technical Evangelist, Microsoft New Zealand