Here is a quick rundown of how to add the base VM agent to existing Azure VMs:

1. Find all your VMs that currently do not have the agent installed:
   Get-AzureVM  | where { $_.GuestAgentStatus -eq $null }
   or this variation if you only want to get the VMs that are actually running:
   Get-AzureVM  | where { $_.GuestAgentStatus -eq $null -and $_.Status -eq “ReadyRole”}
2. Install the agent bits on the VM
   Azure does not provide a way to inject the agent into an existing VM, AFAIK, but you can use any number of ways to push it out. You can download the agent here http://aka.ms/vmagentwin. I use the following command line to silently install the agent:
   msiexec.exe /package WindowsAzureVmAgent.2.3.1198.670.rd_art_stable.140328-0941.fre.msi /passive
   Pro Tip: Use Azure Files to store the files and scripts you use. That makes them readily accessible to you VMs, with the added benefit of not having to maintain a file server.
3. Update your VMs to reflect that they are now running the agent:
   Get-AzureVM  | where { $_.GuestAgentStatus -eq $null } | ForEach { $_.VM.ProvisionGuestAgent = $true;Update-AzureVM -VM $_.VM -Name $_.Name -ServiceName $_.ServiceName}
4. Check the status of the guest agent for all VMs:
   Get-AzureVM  | select -Property ServiceName,Name,@{Name=”GuestAgentStatus”; Expression={$_.GuestAgentStatus.Status}}
   Every VM with the agent installed should report a value for Ready in the GuestAgentStatus column.
5. We can now add other extension agents; like BGInfo:
   Get-AzureVM | where { $_.ResourceExtensionStatusList.Count -eq 0} | Set-AzureVMBGInfoExtension -ReferenceName BGInfo -Version 1.* | Update-AzureVM
6. Another example would be the Azure Operational Insights extension:
   Get-AzureVM  | where {$_.GuestAgentStatus.Status -eq “Ready” } | Set-AzureVMExtension –ExtensionName MicrosoftMonitoringAgent -PublicConfiguration ‘{“WorkspaceId”:”<OpsInsights Workspace ID”}’ -PrivateConfiguration ‘{“workspaceKey”:”<OpsInsights Primary Access Key>” -Publisher Microsoft.EnterpriseCloud.Monitoring -Version 1.0 | Update-AzureVM
   Find your workspace key and ID in the Azure portal. More info here: https://morgansimonsen.wordpress.com/2015/02/16/how-to-install-the-azure-operational-insights-agent-on-an-azure-vm-using-powershell/