Azure : Help me pick an authentication scenario / library

tl;dr - Read the "Authentication Scenarios" and "Which Azure authentication library" articles referenced below.

Starting with Azure Active Directory:

Windows Azure Active Directory Authentication Libraries

which covers:

• Windows Azure AD Authentication Library for .NET
• Windows Azure Authentication Library for Windows Store
• Windows Azure AD Node.js Module

Authentication Scenarios for Azure AD

Azure Active Directory Code Samples

Vittorio Bertocci has a few blogs around Azure Directory Authentication Library (ADAL):

Search results for "adal"

Also:

Which Azure authentication library should I choose? 

And protocol overview:

Azure Active Directory Authentication Protocols

Enjoy!