I've created a step by step guide to setup Single Sign on with office 365 using AD FS 3.0.
This guide covers the following.
1. Setting up Office 365 Tenant
2. Setting up AD FS 3.0 Servers
3. Setting up SSL Certificate Request
4. Installation of AD FS Farm
5. Configuration of AD FS
6. Setting up Single Sign on
7. Publishing AD FS using Web Application Proxy
v1.1 includes the Note for multiple Top Level Domains switch.