but there are so few sites that supports begin a SAML IdP as of now
I would entirely disagree here. The "SAMLP" (SAML 2.0) protocol is very widely used. It is available through social media vendors (Google, Facebook, Salesforce, etc.), and through commercial and open source tools (Shibboleth, MS ADFS, Azure ACS, RadiantLogic, OpenAM, etc.). The only real hold-outs that I've come across are SharePoint and other applications that rely solely on WIF (Windows Identity Framework). In many of the above cases, APM SAML can be used as the IdP or the SP. To interact with SharePoint, you just need an ADFS in the environment, as the local "STS-RP", for protocol transformation.
As for Azure (as IdP), APM SAML currently only supports SHA-1 for signing, and ACS defaults to SHA-256. I'm not really sure how to change that in ACS, and the update for SHA-256 in APM is coming soon (so Ive heard).