Azure Introduction - good overview description
http://www.windowsazure.com/en-us/develop/net/fundamentals/intro-to-windows-azure/?fb=da-dk
Azure deployment startup tasks
http://www.intertech.com/Blog/Post/Windows-Azure-Startup-Tasks.aspx
Configure the VM Size
http://msdn.microsoft.com/en-us/library/windowsazure/ee814754.aspx
Setup domain names
http://www.windowsazure.com/en-us/develop/net/common-tasks/custom-dns/
Azure Websites vs Azure Web Roles
Package a Windows Azure Application
http://msdn.microsoft.com/en-us/library/windowsazure/hh403979.aspx
Programatically use Blob storage (upload, download, delete, list)
http://www.windowsazure.com/en-us/develop/net/how-to-guides/blob-storage/
Run a Windows Azure Application in the Compute Emulator
http://msdn.microsoft.com/en-us/library/windowsazure/hh403990.aspx
Azure Connection Security
Setting Up Named Authentication Credentials
http://msdn.microsoft.com/en-us/library/windowsazure/ff683676.aspx
Create and Upload a Management Certificate for Windows Azure
http://msdn.microsoft.com/en-us/library/windowsazure/gg551722.aspx
Makecert.exe (Certificate Creation Tool)
http://msdn.microsoft.com/en-US/library/bfsktky3.aspx
How to: Create a Public/Private Key Pair