I think Azure is great, but there is loads to it so I can never know about all of its features. There is a video series hosted by Scott Hanselman called Azure Fridays which I have started to watch in an effort to keep more up to date about some of its cool features.
I watched this video recently and it is all about application insights and new ways you can debug your web applications by creating snapshots. I am a big fan of application insights so adding extra ways to debug my apps is a big win for me. Once I get this feature working in my code I will no doubt blog about it.