Cloud platforms are a new world, and they open new possibilities. Reflecting this, the Windows Azure programming model helps developers create applications that are easier to administer, more available, and more scalable than those built using traditional application development models. To use this Windows Azure programming model successfully, developers need to understand the changes the model brings to how applications interact with the operating system, use persistent storage, and communicate between role instances. 

If you want to better understand the Windows Azure programming model, you should read David Chappell's latest white paper, "The Windows Azure Programming Model", which is available nowas a free download here (you'll find it at the bottom of the 'Introductory / Overview Whitepapers' section). Also included in this white paper is guidance and typical examples of on-premises applications that are good candidates to move to Windows Azure.