What are the challenges in porting your existing applications to Microsoft Azure?

Our biggest challenge is the stateless nature of the cloud. Though we've tried really really hard, some bits of state have crept through to the core and this is what is being addressed.

Be prepared for a lengthy deployment process. At this time (pre-PDC 2009), uploading a deployment package and spinning up host services sometimes has taken me more than 30 minutes (depends on time of day, size of package, # of roles, etc).

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