Having just travelled down this unpaved and, at times, rocky path I thought I might share my experience to those with similar travel plans.

1. Sign up to Windows Azure to get access to the Azure Services Developer Portal

—http://www.microsoft.com/azure/register.mspx

2. Setting up the dev environment

—Vista 32 bit or Windows Server 2008

—Visual Studio 2008 SP 1

Time saver tips:

- I tried both installing to Win XP and Win Server 2003 but, no dice.

- I tried installing Windows Azure Tools on VS 2010. No good.

- Actually read the Help Documentation

3. Download the SDK bits

—http://www.microsoft.com/azure/sdk.mspx

—Windows Azure SDK

—.NET Services SDK

—SQL Data Services SDK

—Windows Azure Tools for Visual Studio

For those wanting stop-overs in more exotic locations like Microsoft .NET Services or SQL Data Services, you will need to register for these services separately and obtain an invitation code (took almost 2 weeks for mine to hit the inbox). This will give you access to those service portals and allow you to setup your Solution. One Solution per invitation is allowed.

For those less adventuress, you can just setup your dev environment and play with Windows Azure locally using the new Development Fabric simulated cloud environment.

Happy Travels