I tried Windows Azure recently - their cloud storage option to be specific. I was shocked to find out that they did not even have a UI for simple operations like uploading to the bucket etc. Yes, I know they're targeting developers, but I just can't be doing big XML REST requests for every thing. I also couldn't close my account without raising a support request.
The point being - Microsoft's biggest headache is catching up with AWS on the tooling and documentation. They seem to be going all out in competing with every vertical that AWS has, but that might not be the best approach as they might endup spreading themselves too thin.