Kirk Evans is a Microsoft Architect for the Azure Center of Excellence.
Introduction to SharePoint and Azure IaaS
Building SharePoint Apps with Windows Azure Platform as a Service
SharePoint Solutions and Architectures on Windows Azure Infrastructure Services
Understanding Authentication and Permissions with Apps for SharePoint and Office
Roger Jennings went through the pain so that you don't have to. Go to his blog to read how to install that huge 5.32 GB ISO image for "Orcas" (hint: you most likely won't be able to burn it to a physical DVD).