If you want to get up to speed on Azure AppFabric brokered messaging there are a couple of resources you should check out.
This is a 30 page word document put together by the AppFabric dev team. It’s a great read to get an introduction to Queues, Topics and Subscriptions. If you are working in the AppFabric Labs environment using the May or June CTP the code will work fine. There have been significant changes in the API in the September 2011 release, so don’t expect any of the code to compile in that release, but the theory section is still very much valid.
This is a 10 page blog post from the Windows Azure CAT team that provides some great tips for developers who have some familiarity with brokered messaging. The level is pretty advanced, and it’s impressive to see how much experience the CAT team has accumulated on brokered messaging. All the code here is on the September 2011 release. It’s a must-read if you plan to develop anything using service bus brokered messaging.