Check out the Fault Tolerance Framework:
http://windowsazurecat.com/2011/02/transient-fault-handling-framework/
This is really sweet. You can download the source code, then open it in VS and build it. Then plug into your app to get fault tolerance for SQL Azure, Windows Azure storage, Service Bus and Caching Service.
Once you have it built and referenced in your project, it only takes a few minutes to plumb your application to use it.
Next week (hopefully) I will post a new WPF app that uses ServiceBus and shows hot so use the features with best practices such as async operations and using the fault tolerance framework.