Ive recently published a sample guide based on a real-world project where we implemented an on-premise WCF routing solution to connect SAAS applications to our on premise line of business applications.

The guide will discuss:

1. How we configured and setup the infrastructure
2. How we setup the on-premise server to listen to the service bus
3. What software we used
4. How we configured Windows Azure

This contains some useful contextual information around the reference scenario and hopefull this will be very useful to others undertaking similar projects.

Ive also included this on the technet wiki page for Windows Azure Service Bus resources:

http://social.technet.microsoft.com/wiki/contents/articles/13825.windows-azure-service-bus-resources.aspx