Windows Azure is a new for me. So why not walkthrough a little bit into it. Before developing a Windows Azure application, let's create a simple MVC web app.
If you do not already have Visual Studio 2010, install windows Azure SDK for .net here
Createing an asp.net MVC3 application
Razor view engine is my favorite.
Run your application locally
Now, you need to prepare your application to run well in a Windows Azure hosted service. The application needs to include a Windows Azure deployment project before it can be deployed to the cloud. The deployment project contains configuration information that is needed to properly run your application in the cloud.
If your application have .net membership provider, use asp.net universal provider. You can download it via Nuget. http://nuget.org/packages/System.Web.Providers