I've updated the walkthrough I wrote on Deploying a Cloud Service on MSDN based on some feedback.  Hopefully it provides more clarity into when you should use the various endpoints (cloudservice.table.core.windows.net versus table.core.windows.net for example) and is a little more concise on some of the terminology.

It's a quick and useful read for when you first try deploying your Cloud Service to Windows Azure, it'll save you a lot of time and pain.