I deal with users every week that are moving business critical workloads to Azure. The first question I usually ask is whether they are using Azure Service Management (Classic) or Azure Resource Manager (ARM). I usually recommend ARM as it is the new way of doing things and all the new features are being developed for ARM. However, there are a few things that are not compatible with ARM yet. As time goes by this list of unsupported features gets smaller and smaller, but it is good to know there is an existing document which seems to be updated on a regular basis which lists all of the features and whether they are supported with ARM. https://azure.microsoft.com/en-us/documentation/articles/resource-manager-supported-services/
Although this is a good list, I would say it is not complete. I could not find any indication on that App Service Environment was not supported on this page. I only found that out on the App Service Environment page.
If you have any other roadblocks with using ARM for your Azure deployment comment on this article so we all know what to expect in our deployments.