The Windows Azure training kit has been a great learning resource. To help developers to get started with Windows Azure, we have created the Windows Azure Learning Path site which aggregates a set of resources for a structured learning of Windows Azure cloud computing through a set of courses designed to hone your skills progressively. Each course is comprised of a set of hands-on labs and videos that focus on Windows Azure that is Microsoft public cloud. More detail here.
You can download developer tools and resources below.