This release of the Patterns & Practices Enterprise Integration Pack is simply wonderful and is required for real-world Azure development. Read the announcement for the full list of features, but in particular I want to call out the autoscaling and transient failure/retry APIs offered. Azure applications can use these to handle a majority of the big needs that flexible and robust apps in the cloud need -- and still take advantage of the entire platform as designed, rather than being "trapped" in a VM.
We're soon going to release some guidance around building multi tenant applications in Windows Azure, and this integration pack is very, very important for that design approach as well. Have a look.