If you attended the Black Marble Architecture Event yesterday you would have seen a number of talks around Azure and the Windows Azure Platform Training Kit was mentioned a number of times.
The latest update to the training kit is here:
http://www.microsoft.com/download/en/details.aspx?id=8396
This update includes the changes for the Azure 1.6 SDK plus updates and new demos.
The training kit is a free resource that provides a good introduction to Azure and covers a large amount including Windows Azure, SQL Azure, AppFabric (Service Bus, Caching, Access Control) plus a load of other stuff.