For Azure Websites
Currently Sitefinity supports Azure Cloud Services but in my honest opinion Azure Websites are today the much better option. I run all my Sitefinity sites on Azure Websites and enjoy all the benefits I get from it. Except no support for multiple nodes, (or load balancing) or official support from the Sitefinity team.
I find that running Sitefinity on Azure Websites is a great option. Deployments is easy. Database backups and restores are built in. Monitoring via Application Insights. Everything in Sitefinity also works now including sitemap and search. The only thing missing is running on multiple nodes or the Load Balancing module to support the platform.
The easiest option, I believe, is to expand the Load Balancing module to support the option of Azure Service Bus as the transport along with the current web services and MSMQ. Looking at the source it seems straight forward.
I have actually done something similar already by creating a publish\subscribe set up and had my multiple nodes telling each other to clear the in memory cache of pages when they were published.
Ideally though, I would like to see support to use an external cache such as Azure Redis cache. Though this may negate the need for the load balancing module but it could be bundle with the Load balancing module so you could choose which option suits your environment best.
Make a vote for support
There is a request on the Sitefinity Feedback portal. If you would like to see some official support for Azure Websites take a moment and go and vote it up and leave a comment if you have more to add.
Support for Azure websites
Thanks for reading and feel free to comment