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The first nine 'How Do I' videos show how to get started writing for Azure Services Platform. Videos are short, about 10 minutes each. The videos include code snippets so you can follow along. these are task-oriented, so you can see exactly what is include in the video from the title. Here's the list of the first set of videos:
SQL Services videos are to be annoounced. In fact, there's an RSS Feed that you can subscribe to so you can see each new video when it is published.
You can also post suggestions particular topics that may interest you at Learn the Azure Services Platform with these practical, free little videos.
For more information, see Azure Services Platform Videos. You can get more information about the Azure SDK.