We mainly use TableStorage as well for storing data, however since none of the data that we have is stored (besides user information) we have each webnode talking directly to each other. I am not quite sure if each of these transactions costs money, but since all the connections between servers are stable connections that are left open in a separate thread, I am thinking it will be pretty cheap.
We did run into some problems when using TableStore since I think we underestimated how much we need Count, GroupBy, Sort, etc. Even basic operations such as bringing back a list to display to the user, then clicking to sort by a column is difficult.