As .NET developers look to create Windows Phone experiences, Windows Azure and cloud computing pose many interesting possibilities.  Windows Phone 7 Series is a first-class cloud citizen making Windows Azure a highly complementary technology to investigate further if you haven’t already done so.

If you are new to the Windows Azure Platform, this blog post provides a concise training roadmap:

http://blogs.msdn.com/billzack/archive/2010/03/13/windows-azure-platform-training-roadmap.aspx

The link above contains many hands-on labs so you will come away with first-hand experience in Windows Azure that you can apply to Windows Phone.