IE9 Bug - JavaScript only works after opening developer tools once.
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I got yet another alternative for the solutions offered by runeks and todotresde that also avoids the pitfalls discussed in the comments to Spudley's answer:
try {
console.log(message);
} catch (e) {
}
It's a bit scruffy but on the other hand it's concise and covers all the logging methods covered in runeks' answer and it has the huge advantage that you can open the console window of IE at any time and the logs come flowing in.