Alan Smith is currently working on a great document detailing on how to use Windows Azure AppFabric from a developers perspective. You can find it here: http://geekswithblogs.net/asmith/archive/2011/10/03/147150.aspx as a free download in PDF or CHM format.

While the guide is still work in progress, the existing sections are very well illustrated and give a good background for anyone developing with Windows Azure.