µTorrent is:

• Fast as hell, blinding launch speed
• Intuitive, you don't need to think
• Powerful, good for intermediates
• Lightweight (96k total)
• Fully-automated upgrade process
• Updated frequently
• A single binary, no other files
• The best Windows BitTorrent client around
• Now my default BitTorrent client

Azureus is:

• Java-based, slow
• Bulky, clunky
• Overkill for regular BitTorrent users
• No longer my favorite BitTorrent client

There are a few things I'd like µTorrent to have (like filters, RSS scanning, etc.), but I'm sure those are coming. The developer seems to be unleashing fixes at breakneck speed – and I can't stop gushing over how simple the update process is. First, the client tells you that it's available. Then, it downloads the new version, shuts itself down, and automatically replaces the old version with the new. It takes less than 5 seconds on a broadband connection. Amazing. Simply amazing. Keep your eye on this one if you're not ready to switch yet. The author was obviously inspired by Azureus, but made his BitTorrent client better.