We use azure for our webapp. Works great so far, although the azure-website for managing server deployments is not very good. Also, you can use powershell and the azure tools for VS2010 instead of the azure-website.
We also use Azure. Deploying from Visual Studio is pretty slick. The biggest problem in general with Azure deployments is the speed. Perhaps its normal, but its pretty annoying to wait 15+ minutes to deploy and wait for a Web and Worker role to be 'Ready'
Its also VERY annoying that only 1 Live account can have permission to sign in and manage the Account and Services. Yes, I know you can do some stuff with the certificates to allow others to deploy, but its a huge pain. Especially for a startup with a few people who are trying to learn and manage our account.
Btw, I ran the feature team that built the APIs that powershell and Visual Studio use. So if you don't like those, that's probably my fault. :)