An example log4net configuration for NSB (with the non-logging config stripped out).

NSB.Log4net.config.xml

<?xml version="1.0" encoding="utf-8" ?>
<configuration>
  <configSections>
    <section name="Logging" type="NServiceBus.Config.Logging, NServiceBus.Core" />
    <section name="log4net" type="log4net.Config.Log4NetConfigurationSectionHandler,log4net"/>
  </configSections>
  <Logging Threshold="TRACE" />
  <log4net debug="false">
    <appender name="console" type="log4net.Appender.ConsoleAppender">
      <layout type="log4net.Layout.PatternLayout">
        <param name="ConversionPattern" value="%d [%t] %-5p %c [%x] &lt;%X{auth}&gt; - %m%n"/>
      </layout>
    </appender>
    <appender name="ColoredConsoleAppender" type="log4net.Appender.ColoredConsoleAppender">
      <mapping>
        <level value="FATAL" />
        <foreColor value="Red" />
        <backColor value="White" />
      </mapping>
      <mapping>
        <level value="ERROR" />
        <foreColor value="Red, HighIntensity" />
      </mapping>
      <mapping>
        <level value="WARN" />
        <foreColor value="Yellow" />
      </mapping>
      <mapping>
        <level value="INFO" />
        <foreColor value="Cyan" />
      </mapping>
      <mapping>
        <level value="DEBUG" />
        <foreColor value="Green" />
      </mapping>
      <layout type="log4net.Layout.PatternLayout">
        <conversionPattern value="%date [%thread] %-5level %logger - %message%newline" />
      </layout>
    </appender>
    <appender name="EventLogAppender" type="log4net.Appender.EventLogAppender" >
      <applicationName value="My Service Bus (nsb host)" />
      <threshold value="INFO"/>
      <layout type="log4net.Layout.PatternLayout">
        <conversionPattern value="%date [%thread] %-5level %message%newline" />
      </layout>
    </appender>
    <appender name="RollingLogFileAppender" type="log4net.Appender.RollingFileAppender">
      <file value="yourLogFileName.log" />
      <appendToFile value="true" />
      <rollingStyle value="Date" />
      <datePattern value="yyyyMMdd" />
      <layout type="log4net.Layout.PatternLayout">
        <conversionPattern value="%date [%thread] %-5level %logger - %message%newline" />
      </layout>
    </appender>
    <root>
      <level value="TRACE"/>
      <appender-ref ref="ColoredConsoleAppender"/>
      <appender-ref ref="EventLogAppender"/>
      <appender-ref ref="RollingLogFileAppender"/>
    </root>
  </log4net>
</configuration>