Hi Alejandro,
We have a number of clients who have their Sense servers configured on AWS servers. We have not had any problems with these.
I believe that there are pre-configured AWS machine images you can use with Sense pre-installed. We've not used these, and just bought a vanilla machine and installed everything from the ground up.
Just make sure you set the firewalling up correctly on the box, so the right people can get to the right services.
I can't imagine that there would be issues with other cloud providers, but AWS is the one that we tend to use most.
Steve
