Here is a list of the issues that we've run into with Azure
as of the March 2009 CTP:
WCF Web Services, when created in Azure, do not create all of the
correct plumbing needed to run correctly. You can find a good work around in
the "Building Windows Azure Service" hands on lab included in the
Windows Azure Training Toolkit.
Working with Azure Table storage in WCF (and Azure in general) is
cumbersome. If you can, get a seat in the SQL Data Services and use them.
Much easier to do real work.
Logging, so you know what your development cloud is doing, doesn't work
after you first run the project in development. The solution to this one is
simple, but annoying. You must stop the development fabric after every run if
you wish to see the logging.
These are the bigger issues we have run into, and they are
all outside of the scope of this article, but the need mentioned, so that no
one goes into more advanced functionality blind.