Microsoft has setup a customer feedback site for Windows Azure a few months ago.  It has a voting feature where you can vote for new features you would like to see in Windows Azure.

Here are the top 9 ideas I liked:

• Make it less expensive to run my very small service on Windows Azure
• Continue Azure offering free for Developers
• Provide the ability to send Emails right from Azure
• Provide a way to schedule worker roles so they only run when needed
• Support secondary Indexes
• Add Distributed Caching to Azure (i.e. like Velocity / memcached)
• UDP EndPoints
• Add TableStorage LINQ query support for Select, Count and Contains
• Allow simple Managed Tasks to run distributed within the Cloud and pay for CPU time used (ie NO VMs)

And here is the suggestion I made:  Event Bus with events for storage manipulation (e.g. queue insert) in order to avoid poling.  Of course, this is quite related to the suggestion I made in a blog entry a few weeks ago.

So you can go and vote!