Regarding to my personal experience: Ubuntu is about 5-10% faster compared to Windows Server and it is easier (just faster) to setup the miner.
1) Register for Windows Azure Trial (you need a credit card) and login on the portal (manage.windowsazure.com)
2) Create an extra large (8 core, 14 GB RAM) Ubuntu 13.10 server (it takes about 5 minutes until it is online). You can also create directly 2 extra large and one large machine (20 core maximum for the trial).
3) Click on the virtual machine --> Dashboard and look for the public IP. Connect with putty (or another SSH client). Username: azureuser .
4) Setting up ypool miner:
apt-get install -y build-essential git screen htop
git clone https://github.com/Tydus/jhProtominer -b linux-port
make CFLAGS="-O3 -march=native"
./jhProtominer -O ypool.net:8081 -u [UserName.Workername] -p [password] -m512 -t 8
You can detach the screen with Control+A - Control+D (directly after each other).
You can resume the screen to check if the worker is still running with "screen -r" on the terminal.
The command htop shows you the cpu usage.
The whole process takes about 10 minutes.
Edit: Coyote Fallback if ypool is down
You can switch to coyote easily if ypool is down:
tar -xzvf ubuntu12_coyote_miner.0.3.0.tar.gz
./ubuntu12_coyote_miner.0.3.0 18.104.22.168 [YourPayoutAddress] 8