Here comes my own favorite (nonexhaustive) list of links and resources which helped me getting my head around Windows Azure Active Directory Developer Preview.
Sign up for a Windows Azure AD Dev Preview Tenant. You'll definitely need this to get yourself started!
Vittorio Bertocci's MSDN blog. In-depth blog posts, tutorials, announcements, and much more.
All delivered with a personal and unmistakable touch. What Vittorio doesn't know on these subjects is not worth mentioning!
The Windows Azure Team Blog. Great Place for interesting blogs, videos, announcements, and more!
Windows Azure AD Graph. All about what you can do with this new cool REST API!
Windows Azure Authentication Library. Library for client application developers
for authenticating users and aquiring access tokens etc. Downloadable as a Nuget package!
Microsoft Token Validation Extension for Microsoft .Net Framework 4.5. Takes care of the JWT handling.
Easy to use both with and without WIF!
SSO how-to guide.
Integrate! App developer Resources.
Integrating Multi-Tenant Cloud Applications!
Tutorial & sample application.
Developer Code Samples. Just enter windows + azure + active + directory and hit the Search button!
Fabrikam Expense Tracking Application. An online demo app with links to code on GitHub.
Windows Azure AD community forum. Get social with this!