This question has come up a lot in recent weeks as early adopters move from prototyping with the platform to actually needing to deliver real applications.
Whilst fundamentally you are using the same approaches and best practices for the Windows Azure Platform as you would use for a Web application or service (A good IIS7/ASP.NET based architecture is likely a good Windows Azure Platform architecture), there is still plenty of differences which impact on architecture.
The good news is we are now beginning to share information on best practices.
Patterns & Practices Windows Azure Guidance site
http://wag.codeplex.com/
This contains lots of info and continues to grow. It covers greenfield and brownfield development.
Brownfield:
The guidance is currently a Silverlight app with a pdf to come. Go straight to the guidance (Which IMHO is a little hidden).
Greenfield:
Go straight to the guidance.
Windows Azure Security Guidance
http://azuresecurity.codeplex.com/
This is an evolving knowledge base for the Windows Azure Security Guide project currently in research but already contains lots of great information.
Samples
http://code.msdn.microsoft.com/riviera
This is a comprehensive code sample to demonstrate how to develop multi-tenant highly-scalable line-of-business application on the Windows Azure Platform.
http://code.msdn.microsoft.com/BidNowSample
An easier to grasp sample which demonstrates Live ID integration along with queues and worker roles.
Related Links