Azure is extremely expensive, and relatively crap compared to Amazon's services. I had the unfortunate experience of building on it about 18mths ago. I assume it's gotten better since then, but they are still playing catchup.
Azure was "reinvented" last summer and it nowadays offers most of the same features as AWS. The DNS service is still missing (Route53 at AWS) but other than that, the services are almost identical..
As is the pricing. Medium sized Linux box costs $0.12 on Azure and, surprisingly, $0.12 on AWS.