I'm unfamiliar with the HTC/HPC space but I'd highly suggest running with just a few micro windows instances with some kinda dummy job to verify they work well enough for your purposes. For what I've tried to use them for (website + database type of demo machines) they've been just about unusable/ way too unresponsive to get much done. Linux micro are good enough for most stuff I need but not windows ones.
While not that big a charge relatively speaking -- you'll need to include EBS as well since micros only have EBS - EBS space (10c/GB/month) -- I'd imagine 10GB minimum per machine though AWS provided instances have 30GB. - Est: (10,000 machines * 10GB * $0.10) / 30.4 (avg days in a month) = 328.95 - EBS IO (who knows? depends on what you do) -- rate is 10c/ 1 million IO ops.