OK, I'll write a blog post about this, but it effectively boils down to use something standard that you can run yourself or on another provider.

For example on AWS, using RDS (MySQL, PostgreSQL, SQL Server) or ElastiCache (memcached, redis) is fairly low lock in. You can run all of these yourself or use another cloud. Azure offers a similar hosted redis service for instance.

However, something like Lambda or DynamoDB can't be run elsewhere.

Similarly, on Azure if you use their Machine Learning PaaS system then you are pretty locked in. Yet you could easily move a website to appharbor or elastic beanstalk. Or just run your own server (VPS, IaaS, EC2 etc.)