Lately I've been looking into writing Azure applications. I already know the .NET platform, so it's a very familiar development experience for me: all the libraries I know and love are there.
There are two aspects however that are new to me.
If you're in a similar situation as I am, I can't recomment the Windows Azure How-To Index enough. It's a densely packed page with lots of information to get you going with practical tasks, and it's refreshed quite frequently.