Windows Azure has now added the ability to de-allocate the compute to stop changes when a Virtual machine is shutdown in the control panel..
Note that this will remove any IP’s assigned, so be careful what you shutdown and it you have the servers in an affinity group (same VNET) this IP is also removed. it’s not suggested you shutdown domain controllers using this method, if you do remember to boot the in the order they were created otherwise they will have different IP’s and cause lots of issues.
Hopefully MS will change the shutdown button and add a de-allocate button so not to confuse people, at least this is a step is the right direction
