I\'m porting a huge application to Windows Azure. It will have a web service frontend and a processing backend. So far I thought I would use web roles for servicing client r
From what I understand your are asking if it makes sense to consolidate service layers so that you only have to deal with a single layer. At a high level, I think that makes sense. The simpler the better, as long as it's not so simple that you can't meet your primary objectives.
If your primary objective is performance, and the calls to your services are inline (meaning that the caller is waiting for an answer), then consolidating the layers may help you in achieving greater performance because you won't have to deal with the overhead of additional network latency of additional physical layers. You can use the Task Parallel Library (TPL) to implement your threading logic.
If your primary objective is scalability, and the calls to your services are out-of-band (meaning that the caller implements a fire-and-forget pattern), then using processing queues and worker roles may make more sense. One of the tenets of cloud computing is loosely coupled services. While you have more maintenance work, you also have more flexibility to grow your layers independendly. Your worker roles could also use the TPL mentioned above so that you can deploy your worker roles on larger VMs (say with 4CPUs, or 8), which would keep the number of instances deployed to a minimum.
My 2 cents. :)