I need to have a console app that can login in, authenticate and update some custom lists. I can't find any good examples that work.
The only tricky part for accessing SharePoint Online from the Client Object Model will be the authentication. There is no direct method of authenticating with SharePoint Online from the CSOM so Microsoft has released a work around.
You can find the details and code here: http://blogs.msdn.com/b/cjohnson/archive/2011/05/03/authentication-with-sharepoint-online-and-the-client-side-object-model.aspx
So what it basically does is:
The rest of the tasks should be quite straight forward. You can find many code samples here: http://msdn.microsoft.com/en-us/library/ee537013.aspx
UPDATE: You this technique to allow the authentication to happen without a human running the console app: http://blogs.msdn.com/b/cjohnson/archive/2011/05/14/part-2-headless-authentication-with-sharepoint-online-and-the-client-side-object-model.aspx
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If you will be running this console app on the SharePoint server then use the SharePoint Object Model.
On the other hand, if this app will be accessing SharePoint remotely then use CSOM. For information about how to use CSOM, see the following MS Pattern & Practices article.
Basically, the way CSOM works is: