I have seen most queue example as the polling mechanism . Is it possible to change it to listner of the queue. Because polling may affect the performance of the worker.
Both Windows Azure Storage Queues and Windows Azure Service Bus Queues utilize polling and do not have a notification feature per se; however, Windows Azure Service Bus Queues do support long polling which is as close to a notification approach as you can get currently. When you use the Receive method from MessageReceiver it will use long polling (meaning it will request a message and if there isn't one in the queue the server won't immediately respond, but will wait a period of time until either a message comes into the queue when it will respond to the client, or until an idle time passes in which case it will return a response with no message. The Receive method by itself will give the impression of a synchronous call to get a message and will not return until a message appears, but it has overloads to allow for idle times so you don't get into an infinite wait).
In Service Bus Topics you can set up as a subscriber, but you will still be polling the topic to get your messages, so I don't think that is at the heart of what the OP is asking.
Using Windows Azure Queue, your only option is polling. While with the Service Bus Topics/Subscription, you can have full pub/sub model, where your subscriber will be a "listener".
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