Azure storage Explorer : http://azurestorageexplorer.codeplex.com/ – like in VS , but simpler and cleaner
Windows Azure ASP.NET Providers Sample : http://code.msdn.microsoft.com/windowsazure/Windows-Azure-ASPNET-03d5dc14 – utils for fast membership and roles. Small problem on local.
More samples here: http://code.msdn.microsoft.com/windowsazure/
And that will be all , after reading the documentation and understanding the concepts ( for example,if you understand the session problem in azure, then you will find a Session provider in the samples and use it)