Now that Windows Azure IaaS is now generally available, Nuno from partner Aditi, has provided a list of lessons learned from using Azure VMs.

1. Place each data disk in a single storage account to improve IOPS;
2. Always use Data Disks for Read/Write intensive operations, never the OS Disk;
3. Use striped disks to achieve better performance;
4. Configure Data Disks HostCache for ReadWrite;
5. Always create VMs inside a Affinity Group or VNET to decrease latency;
6. Always leverage Availability Sets to get SLA;
7. Always sysprep your machines;
8. Never place intensive read/write information on the Windows System Drive for improved performance;
9. Never place persistent information on the Temporary Drive (D:).

Visit Nuno’s blog for more detail: http://blog.aditi.com/cloud/windows-azure-virtual-machines-lessons-learned/