Chris Risner and Nick Harris have a set of excellent Mobile Services videos in the Windows Azure area of Channel 9 here.
The video in this post is for those of you who have no experience with the Android Development Tools (ADT). You'll get some errors with the latest build of the ADT unless you follow the ADT setup instructions in this video.
I'd suggest following along with this video to set up the ADT and then watching Chris and Nick's excellent set of Mobile Services videos to extend your knowledge.
Source: http://channel9.msdn.com/posts/Connecting-your-Android-App-to-Azure-Mobile-Services-including-Android-Dev-Tools-setup
