Hi James,
Saving the model and loading it on the fly is what Azure ML does by default. No coding needed there.
You can also keep tweaking your model and updating your web service in the UI without needing to deal with retraining APIs.
The retraining process is needed when you have a number of customers. They need to train the model with their own data which results in a version of the model trained for each of them. That also means they cannot share one web service endpoint - they each
needs a web service endpoint with their version of the model. That is where the APIs come in - and some of the complexity.
Having said that, we are working on providing a simplified interface for setting up retraining. Feel free to share your specific scenario with us so we can see if any needless complexity impacting you can be also resolved.
thanks,
Raymond