Within the dashboard of any Windows Azure Web Sites is a powerful tab labeled "Configuration." On this tab you can manage your application settings, connection strings, and a variety of other aspects. In this video, Brady Gaster introduces the configuration potential of the Web Sites configuration dashboard and demonstrates how you can use it to configure your web sites in seconds. Gone are the days of needing to download, edit, and re-upload (and then repeat, in some cases) *.config files. Now, you can just use the Windows Azure portal to make many of your configuration changes.
Scott Hanselman highlighted one aspect of this new convenience feature on his blog, wherein he discusses how he used the Connection Strings-editing features to keep the connection strings for his podcast, This Developer's Life, secure. His post on the topic can be found here.