DocumentDB is certainly interesting for a possible Event Store implementation.
The balancing act - Request Units, Consistency Policy, Indexing Policy, and especially batching / size of persisted data.
Running some samples today, and it has to be said, for $150 / month (2500 Request Units, 10GB), to be able to run sample data at around 22k events persisted / second, with redundancy, backup, geographic failover (at additional cost), that is not a bad solution for a lot of scenarios.
Need to randomise the data more, and look at Partitioned Collections.