Gizmos.DrawLine

Description

Draws a line starting at from towards to.

If you need to draw many lines consider the Gizmos.DrawLineList or Gizmos.DrawLineStrip functions which are much faster than repeatedly calling this function to draw lines individually.

using UnityEngine;
using System.Collections;

public class ExampleClass : MonoBehaviour
{
    public Transform target;

    void OnDrawGizmosSelected()
    {
        if (target != null)
        {
            // Draws a blue line from this transform to the target
            Gizmos.color = Color.blue;
            Gizmos.DrawLine(transform.position, target.position);
        }
    }
}

Additional resources: Gizmos.DrawLineList, Gizmos.DrawLineStrip.