Currently Sitefinity supports Azure Cloud Services but in my honest opinion Azure Websites are today the much better option. I run all my Sitefinity sites on Azure Websites and enjoy all the benefits I get from it. Except no support for multiple nodes, (or load balancing) or official support from the Sitefinity team.
There is a request on the Sitefinity Feedback portal. If you would like
to see some official support for Azure Websites take a moment and go and
vote it up and leave a comment if you have more to add.