I have a RavenDb installed as a service in my Azure Virtual Machine. It currently works fine but I've seen some post telling it is risky to do (e. g. there are some problems with locks when your machine is shut down by Azure). Are those problems still actual (or may be they were already resolved by RavenDb team) or should I look at RavenHQ?
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On Azure, you want to use RavenHQ.
In Azure, you need to run multiple machines in a replicated scenario. You cannot run on a single machine, since it is quite frequent that Azure will shut down your machine. You also need to deal with backups, recovery and many other things.

Ayende Rahien
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