Just checked in my Azure WebRole solution in to TFS. I immediately encountered two problems. Luckily, it turned out that both where solvable.
Problem #1: CSPack Fails on TFS Build
The forum thread concludes that this is is a bug that will be fixed in the Azure SDK and possibly Visual Studio. However, I was able to work around it by combining some of the other responses in the thread, namely by editing the OutputPath element and the ServiceOutputDDirectory element in the ccproj file.
This error was caused by the web.config file not being editable on the file system. Checking out the file for edit from TFS fixed the problem.