If you are an MSDN subscriber, did you know you get free Azure benefits? This is a great way of deploying an application on a small scale, for example and getting user acceptance. You don't have to wait for IT to provision an environment. With a few clicks, you're free to deploy :)

http://www.windowsazure.com/en-us/pricing/member-offers/msdn-benefits/

Here's how to publish a Web Application.

http://msdn.microsoft.com/en-us/library/windowsazure/hh420322.aspx

To get the tools. Select .NET, then your version of Visual Studio.

http://www.windowsazure.com/en-us/downloads/

And if you really want to go deep, we just released the Azure Training Kit. You can find that here.

http://www.microsoft.com/en-us/download/details.aspx?id=8396

You can collect IntelliTrace logs from Azure too, which is cool.