We've just released the latest version of the Windows Azure SDK and the Windows Azure Tools for Microsoft Visual Studio. For the most part, we've concentrated on making things more robust, improving performance, and fixed plenty of bugs.
The areas you should mostly see improvements on are:
As always, the best place to post questions is on the Windows Azure Forum on MSDN as members from both the SDK and Tools teams monitor it.
Jim, has also posted about the release with some more details as well.