I for sure am loving the Azure platform. I've obviously mentioned it many times over in other threads, but just to emphasize some more, I've fully migrated to Azure Data Lake Store, Azure Data Lake Analytics and completely replaced my existing on-prem SQL Server with Azure Data Warehouse. All of this is working together and it's been a good experience. Now, I'm starting to branch out from keeping everything in the data warehouse and moving subsets of data to Azure DB.
The biggest surprises for me as someone coming from just relying on SQL Server so much is how powerful the data lake store and analytics products are. Loading a TB of data and being able to run a U-SQL query on the raw CSV files that JOIN and aggregate the data without indexes, statistics or anything is insanely good.
The biggest troubles for me with this new set of tools in this new data platform is trying to navigate all the "gotchas" with working with new tech. For example, string splitters and even UPDATE JOIN's were difficult in Azure Data Warehouse, encoding issues were issues with the data lake store, not reading the data more than you need and anything that uses the .NET libraries as a non-dot net developer was difficult with analytics.
But all-in-all, pretty excited for all the new stuff with Azure that has been announced or planned.