Q:

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

What are the challenges in porting your existing applications to Azure? 
Here are few points I'm already aware about.
1) No Support for Session Affinity (Azure is Stateless) - I'm aware that Azure load balancing doesn't support Session Affinity - hence if the existing web application should be changed if it has session affinity. 
2) Interfacing with COM - Presently I think there is no support for deploying COM components to the cloud to interface with them - if my current applications need to access some legacy components.
3) Interfacing with other systems from the cloud using non-http protocols
Other than the above mentioned points, what are other significant limitations/considerations that you are aware off?
Also, how these pain points are addressed in the latest release?

A:

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.
the next challenge is the support of stale data and caching as data can be offline for weeks at a time. this is hard regardless.

A:

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).
One side effect of this is that making configuration changes in web.config files is expensive because it requires the entire app package to be re-packaged and re-deployed.  Utilize the Azure configuration files instead for config settings - as they do not require a host suspend/restart.  

A:

My biggest problem with Azure today is operability with other OS’es. Here I am comparing Azure to EC2/Rackspace instances (Even though Azure as PAAS offers a lot more than them e.g. load balancing, storage replication, geographical deployment etc in a single cheap package). 
Even if you consider me as a BizSpark startup guy, I am not inclined to run my database on SqlAzure (Sql2005 equivalent) since I can’t accept their pricing policy, which I’ll have to bear three years after of the BizSpark program. Now they don’t have an option for MySql or any other database. This to me is ridiculous for an SME. With EC2 I can run my MySql instance on another Linux VM (obviously in the same network. Azure gives you the capability to connect to network outside theirs, but that is not really an option) 
2nd. This is again is related to using *nix machines. I want all my caching to be maintained by Memcached. With asp.net 4 they have even given us out of the box memcached support through extensible output caching. The reason why I am adamant about memcached is the eco system it provides. E.g.: Today I can get memcached with persistent caching as an add-on. This will even give me the opportunity to store session data with memcached.  Additionally I can run map reduce jobs on the IIS logs. This is done using cloudera images on EC2. I don’t see how I can do these with Azure.  
You see, in the case of Amazon/Rackspace I can run my asp.net web app on a single instance of Windows Server 2008 and the rest on *nix machines. 
I am contemplating running my non hierarchical data (web app menu items) on CouchDb. With Azure I get the Azure table. But I am not very comfortable with that ATM. With EC2 I can run it on the same MySql box(don't catch me on this one :-)).
If you are ready to forget these problems, Azure gives you an environment with a lot of grunt work abstracted. And that’s a nice thing. Scaling, loading balancing, a lot of very cheap storage, CDN, storage replication, out of the box monitoring for services through Fabric Controller etc among these. With EC2/Rackspace you’ll have to hire a sysadmin shelling $150k PA to do these things (AFAIK Amazon provides some of these feature at additional cost). 
My comparisons are between azure and Amazon/Rackspace instances (and not cloud). For some this might seem like apples and orange. But azure does not provide you with instances.  Just the cloud with their customized offerings…

