I spoke at Atlanta.NET Users Group yesterday, My topic was Azure Step-by-Step.
I talked about why someone would use Windows and SQL Azure, then I built a Silverlight application from scratch. The application was designed to run in Windows Azure and use SQL Azure as database. I demonstrated how to get maximum code re-use between traditional .NET web application and the same application developed for Azure. At the end, I had an application that could run on either platform with just web.config change.
You can download the zip file with PowerPoint slides with useful links as well as the sample project I built here.
Please let me know if you have any questions.