Services are generally non-interactive, that is they are a console application which runs whenever the operating system is running. Srvany is another method to convert an application into a service. Just be aware that the service opens up security exposures if it uses the command shell. One should review the security context of every service. Any hack which takes control of the service has the access rights of the account the service is running as.
Some shops have sql server running as local administrator or even as a domain administrator account.