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One of the key patterns in building scalable applications is queues. Let’s say you have a Website or Web Service (in your Web Role) that responds quickly to a user request, but there’s another process that takes longer. It might be a long data base inquiry or video encoding or extensive calculation would be in a Worker Role. You may want to spin up more processors to work on those long term items too. The way the Web Role talks to your Worker Role is through queues.
You could choose Windows Azure Queues as a dedicated queue storage mechanism built on top of the Windows Azure storage services. You add an item on the queue, and the Worker Role checks the queue and performs the work.
Of you might choose to use a Service Bus Queue when you want to run process messages in a particular order (guaranteed first-in-first-out. Or maybe you need to hold the item in a queue and store it for a while. Or maybe you need automatic duplicate detection.