With Windows Server 2016 just been released, now is the perfect time to build an Azure VM with SQL Server 2016 on Windows Server 2016.  In a matter of minutes you can be playing and learning both platforms.  Below I will document the steps I took to build the VM along with the additional software I installed.  This is a fully-loaded VM that I use for demo’s and to build small projects:

(Software updates as of 11/4/2016)

1. Go to the Azure Portal, choose “New”, type in “SQL Server 2016”, and choose “SQL Server 2016 RTM Enterprise on Windows Server 2016”.  This will install SQL Server 2016 CU2 (13.0.2164.0)
2. Follow the prompts to enter the info needed to build the VM.  I kept the default Azure “Resource Manager” (ARM) deployment model.  I chose the “East US” region, picked “Standard DS3” for the virtual machine size, created a resource group called “SQLServer”, used an existing storage account I called “serrastoragessd” which is premium-LRS and located in the East US region, enabled R Services, and created one data disk (under “Storage configuration” in SQL Server settings – create more disks for faster performance – please read Storage configuration for SQL Server VMs)
3. After about 5 minutes your new VM will be ready.  I then connect to the VM and check for windows updates and install them
4. On the Azure Portal, click on the VM and under “Support + Troubleshooting” you will see “Boot diagnostics”.  This will show you the boot screen of the VM so you can see if it is still performing windows updates
5. I then login to SSMS and for the server properties change the server authentication to “SQL Server and Windows Authentication mode”.  I then create a SQL login with sysadmin server role
6. Install the latest CU if needed: see SQL Server 2016 build numbers
7. Get the latest SSMS version if needed: see Download SQL Server Management Studio (SSMS).  Latest is 16.5 (13.0.16000.28)
8. Install Visual Studio Enterprise 2015 with Update 3 (14.0.25424.00 Update 3)
9. Install SQL Server Data Tools (SSDT) 2015 GA for VS 2015 (14.0.61021.0)
10. Install Office Professional Plus 2016 (make sure to choose 64-bit version)
11. Install Visio Professional 2016 (make sure to choose 64-bit version)
12. Install Chrome (Version 53.0.2785.143)
13. Install Adobe Reader (Version 2015.020.20039)
14. Install Java 8 (Update 111)
15. Install Azure Data Lake Tools for Visual Studio (Version 2.2.21)
16. Install Power BI Desktop (October update)
17. Install Microsoft Data Migration Assistant (Version 2.0)
18. Install Microsoft Database Experimentation Assistant Technical Preview (Version 1.0)
19. Install Azure Storage Explorer (Version 0.8.5).  I use a Shared Access Signature to connect to my Azure storage
20. Install Roboform (Version 7.9.22)
21. Install DocumentDB Studio (Version 0.71)
22. Install DocumentDB Data Migration Tool (Version 1.7)
23. Install Data Warehouse Migration Utility Preview (Version 1)
24. Install Azure SDK for .NET VS 2015 (Version 2.9.5)
25. Install Microsoft Data Management Gateway (Version 2.4.6137.1)
26. Install Red Gate Azure Explorer (Version 1.1.0.43)
27. Install Chrome Postman (Version 4.8.1)
28. Install Fiddler (Version 4.6.3.44034)
29. Install Narratives for Power BI
30. Install ZoomIt (Version 4.5)
31. Install Microsoft R Open (Version 3.3.1).  Installs RGui

32. Install RStudio (Version 1.0.44)

33. Install R Tools for Visual Studio 2015 (RTVS) (Version 0.5)
34. Download and restore the Wide-World-Importers sample databases (Version 1.0)
35. Download and restore the AdventureWorks Sample Databases and Scripts for SQL Server 2016 CTP3
36. Download and restore the Northwind database
37. Download and restore samples databases from SQLskills
38. Use Site Recovery to backup your VM daily
39. When not is use, manually stop your VM, or use an Azure Marketplace solution or a graphical runbook (both use Azure Automation) to save money.  Note you will still be charged for storage if you created a data disk (see Azure Storage Pricing)