For Classic VMs, aka Iaas v1, you'll be using the Azure Powershell Module.

Step 1

Open up the Azure Powershell Module

Step 2

Add your Azure Account or Select an Azure Subscription to work with.

Add-AzureAccount 
or
Select-AzureSubscription

Step 3

Get the Agent Status

# Define the VMName Variable
#Select a VM and insert the Name into the VMName variable below.
$VMName = 'UbuClassicTest'

# Define the VM Variable and gather the VM Properties
$VM = Get-AzureVM | ?{$_.name -eq $VMName}

# Use the VM Properties to 
$VM.guestagentstatus

Results should look similar to these:
ProtocolVersion   : 1.0
TimestampUtc      : 3/4/2016 2:57:25 AM
GuestAgentVersion : 2.7.1198.735
Status            : Ready
Code              :
Message           :
FormattedMessage  : Microsoft.WindowsAzure.Commands.ServiceManagement.Model.GuestAgentFormattedMessage

Step 5

Get the Agent Status Message

$VM.guestagentstatus.formattedmessage

Results should look similar to these
GuestAgent is running and accepting new configurations.

Step 6

In some cases you will need to restart the guest agent from within the VM. Otherwise, you may need to reinstall or install the latest version before running the command below.

$VM.ProvisionGuestAgent = $true
$VM | Update-AzureVm

Links:

Azure SLT Labs