Abe Ray and I filmed a video late last year and it released recently as part of the Cloud series on Microsoft IT Showcase - http://technet.microsoft.com/en-us/library/gg521165.aspx 

Our video is here: http://technet.microsoft.com/en-us/library/gg575755.aspx

We talk about the real-world lessons learned from running a high-volume web service on Windows Azure as part of Microsoft.com.