Microsoft has just released a new version of the Windows Azure SDK http://blogs.msdn.com/b/cloud/archive/2010/06/07/announcing-the-june-2010-release-of-the-windows-azure-tools-sdk.aspx
The most notable thing about this release is that it now works with the Visual studio 2010 RTM! so we can start building Azure applications with the latest tools.
Other notable features include
- VS2010 RTM support
- Support for .net 4 applications
- being able to deploy to Azure directly from visual studio, like web deploy for websites.