Update on 5/21/2015: You may want to wait until after CG15 to use this package - there is new Load Balancing code being "released" or talked about by Shannon that is in the Core and is targeted to support running Umbraco on Azure with auto-scaling goodness.
Proof of Concept/Experimental project that tries to get Umbraco working across a scaled version of Azure Websites - full details are here: http://our.umbraco.org/projects/backoffice-extensions/rbcumbracoonazure