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 :)
Here's how to publish a Web Application.
To get the tools. Select .NET, then your version of Visual Studio.
And if you really want to go deep, we just released the Azure Training Kit. You can find that here.
You can collect IntelliTrace logs from Azure too, which is cool.