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In case you haven't heard the recent announcements at Microsoft TechEd this week they included release of a CTP including Durable Message Queues and Publish/Subscribe features to the Windows Azure AppFabric Service Bus.
The advantage of this is that publishers and subscribers do not have to be on-line at the same time. This lends the service to all sorts of data collection and distribution scenarios as well as scenarios where on-premise and in-the-cloud application components can work with each other.
See this blog post and this one for more details.