When you decide to write a new Web Application to host on Windows Azure or decided to migrated to Windows Azure, the following resources will help you immensely:
1. Prepare yourself with necessary hands on labs and training:
2. Using HTTPs Endpoint and SSL certificate
3. Using startup Task for specific action in your Windows Azure Application :
4. Using Startup Task to configure IIS Application pool:
5. Monitoring your Windows Azure application:
6. Domain Name Setup:
7. Sending Email and configure SMTP services from your application:
I would also add step 8. Dynamic scaling and monitoring your app: www.paraleap.com/azurewatch