>>Further to last:
>>
>>You can specify the number of instances in Visual Studio but then upload the modified package to change the actual deployment on the cloud. Bit cumbersome but I guess not something you would do often
>>
>>Update : Just found a simpler way. You can change the number of instances simply by editing the configuration in the management portal......
>
>Thanks, but, this seems like highly proprietary infrastructure. With the one I was requested information about, under a VM structure, I would benefit of a VPN TS access to a server, in VM mode, and would be able to do anything I would mostly do as if I would sit directly on the server. The only difference is that it would be shared across several clients. But, I would be able to get into IIS, adjust my own settings, go in SSMS, setup my database in the way I want, install desktop applications (robots) serving the Web sites, do backups on frequent basis elsewhere on the same drive, configured web.config as I wish, etc. And, then, I would benefit of FTP access as well to upload and download my stuff.

Hey, I'm not trying to talk you into anything. The Azure platform (or, for example, Amazons offerings) may not work for you.
That said, I think most of the concerns you express above are not well founded.

For example, you can still use SSMS to set up an Azure SQL database (although not quite as intuitively as when going against a normal SQL server). Worker web roles can give you the same functionality as your desktop 'robots'.
Uploading via FTP offers no benefits over the Azure deployment process (in fact the opposite)

The one point you make that may be valid is regarding backups. There is no simple backup process for Azure SQL - although paying for two instances of Azure SQL gets around that to a certain extent.

I see from Bill's post that he thinks maintaining your own hardware/software infrastructure is cheaper (and presumably more reliable?) than using Azure but I'm not sure I accept his findings (Bill - do you want to post your detailed comparative costings?). A couple of case studies show that some organisations have reduced their bill from $60k to $20k. Obviously MS are going to cherry pick the best examples but if those savings are achievable then it's worth a look.....

On top of all that the data centre infrastructure that can guarantee such high availability is hard to beat.