Here are a list of products, in no particular order, which will help improve the quality of end user experience for Azure hosted applications. This list is an organic aggregation of tribal knowledge and is not a definitive one.
If you have any suggestions, please feel free to send it to me through comments.
Application Availability Management
Application Performance Management (APM)
Application Load testing
Blitz is a great tool too: http://blitz.io/
Incidentally, it comes as an add-on if you're running on AppHarbor: appharbor.com/.../blitz
www.appdynamics.com is built for cloud monitoring including Azure. It's designed for code-level visibility in high-volume production.
There is a new group specifically oriented towards operations and getting ready to GoLive on Azure
Please join and have productive discussions