Since I "mostly retired" early this year (that means that I am limiting myself to a maximum of 8 hours a week working for consulting customers) I have spent a lot of time getting better at developing in Haskell, reviewing what I hopefully already know about machine learning, and taking classes. In other words, I want to work on my own stuff :-)
I have had an idea for starting a small business and a while ago I applied to the Microsoft BizSpark program. I was just accepted into the program a few days ago. Using my own business idea as my yardstick, Microsoft is taking long term bets with BisSpark. It costs them money and resources to support the development of new business ideas, but the long tail is many years of selling infrastructure services. Even though there is not much lock-in using Microsoft Azure I am absolutely personally committed to using Azure long term if my idea works: Microsoft is providing up to $150/month of free Azure services for up to three years and it seems like really bad form to not reward them with long tail business if things work out. If you have a web based business idea that you want to pursue, I would suggest giving BizSpark a serious look.
I am planning on just using Linux servers on Azure, and it has been really easy to configure a Ubuntu server, hook up domains, etc. So far I am only using a single server for development and test deployments. I am used to doing everything on the command line but the Azure dev dashboard is useful to get a quick view of resource use and configuration. I am just using a small A-seriecs 1 core VPS with 1.75 GB of RAM for development right now but I am pleased by how fast large builds run. It would be interesting to see relative performance of "1 core" VPS systems from many providers.
Azure offers some nice "Amazon-like" add ons for monitoring and setting up clusters for horizontal scaling. While it is definitely less expensive (except for labor costs) to run your own servers, I am a huge fan of (almost) no-admin PaaS services like Heroku, IBM's BlueMix, Google AppEngine, etc. and basic cloud infrastructure providers like Amazon (AWS), Google (Compute Engine) and Microsoft (Azure). I expect the large infrastructure providers to make a healthy profit, and I expect that they will!