Microsoft has just released a Desktop Hosing Deployment Guide for running in Windows Azure.
Direct download link: Windows Azure: Desktop Hosting Deployment Guide
I have performed several tests with running RDS in Windows Azure, for more info see:
Load balancing Remote Desktop Services Web Access & Gateway with KEMP Load Master for Azure
Running Dell vWorkspace in Windows Azure
Performance testing RDS (Session-Based Desktop deployment) on Azure
Running VDI Session-Based Desktops on Azure now supported for SPLA
I think Running Dell v Workspace in Windows Azure helps the Online data de-duplication on actively running VMs reduces storage capacity requirements by up to 90% on persistent desktops.Great attempt....sir