Windows Azure Tools 1.1
The latest Windows Azure tools and SDK release actually came out two weeks ago but requires either Visual Studio 2008 or Visual Studio 2010 RC, which you couldn't get until today. This SDK release also marked the commercial launch of Windows Azure. Some of the improvements are to better support durable storage, diagnostics, and of course integration with Visual Studio 2010.
You can also browse the samples and documentation for this release.