I’ve published a basic walkthrough of using the new brokered messaging capabilities in the Azure AppFabric service bus September 2011 release. If you have not used queues in AppFabric before this will get you started with a basic application that you can build upon. If you have used queues in the May or June CTP releases then this walkthrough will be useful to highlight the changes in the management portal and service bus API. (Quite a lot has changed, for the better, but I have a lot of rework to update all my demos and samples.)
The walkthrough is here.