Just found this great article and tool on setting up ADFS between On-Premise and Windows Azure.

This will get you up and running very quickly with SSO to Microsoft Services like InTune, Office 365, Dymanics, etc.

Link to article –> http://social.technet.microsoft.com/wiki/contents/articles/16226.quick-start-guide-for-integrating-a-single-forest-on-premises-active-directory-with-windows-azure-ad.aspx

Link to Powershell Script –> http://aka.ms/AD2AAD-PS