One of the things I have seen with SQL Azure is the lack of client utilities to explore databases hosted in SQL Azure. Microsoft team is currently working on providing that support in SQL Server Management Studio (SSMS).
To help the development community and continuing Cerebrata's support for Windows Azure Platform, we have customized our Omega.MSSQL (http://www.cerebrata.com/products/Omega.MSSQL/default.aspx) product for SQL Azure. Using this customized version, you will not only be able to connect to your SQL Azure databases but also explore and manage most of the commonly used database objects using just your browser (Internet Explorer only).
Because SQL Azure is in CTP stage, it offers lesser functionality than SQL Server 2008 at this moment. To some extent, we have tried to provide all the functionality that SQL Azure currently offers. Using this utility, you can:
- Create/Alter/Drop Schemas
- Create/Alter/Drop Tables
- Create/Alter/Drop Views
- Create/Alter/Drop Stored Procedures
- Create/Alter/Drop User Defined Functions
- Create/Alter/Drop User Defined Types
- Create/Alter/Drop User Defined Table Types
- Create/Alter/Drop Roles (Please note that SQL Azure does not support Application roles yet)
- Create and execute some simple queries using the Query Builder functionality or you can write your own queries. This functionality can be invoked by clicking on the "Query Builder" Icon 
on the bottom left corner of the screen.
- Do metadata search i.e. you can find out which tables or view contains a particular column by searching for that column. This functionality can be invoked by clicking on the "Search" icon 
on the bottom left corner of the screen.
Disclaimer: The current version is “as is” and is only intended to help the community explore their SQL Azure databases.
To connect, just point your browser to: https://onlinedemo.cerebrata.com/SQLAzureClient/default.aspx.
PLEASE NOTE: Make sure to add "74.63.196.42 - 74.63.196.46" IP Address range in the IP Address range in SQL Azure portal under Firewall settings. This is the IP address of our server hosting this application. You will not be able to connect to your SQL Azure database using this tool without specifying this IP Address.
You will be greeted with a login screen:
Just enter your database server name (no need to put "tcp" in front of it) e.g. myservername.ctp.database.windows.net in the database server text box.
Please make sure to check the checkbox which says SDS Connection (Very Important).
In the Username field, just enter your username (no need to put the username in username@servername format).
Provide your password and click the connect button.
You will then be presented with the database selection screen (as shown below).
Select appropriate database from the dropdown and click Connect button and you will be taken to the home page.
Use the treeview to navigate through your database. To create new objects, use the icons up on top.
Few things to keep in mind:
- This is a customized version of Omega.MSSQL. Using this version you can connect to not only SQL Azure databases but also SQL 2008, 2005 & 2000 databases hosted outside of firewalls (e.g. with hosting service providers). This is available online only. With Omega.MSSQL available for download on our website, you cannot connect to SQL Azure databases.
- We spent only a couple of days to customize this application so it is highly likely that it may have some bugs. Please let us know if you run into any issues. We will try and fix them ASAP. You can submit your issues & feature suggestions at http://getsatisfaction.com/cerebrata/products/cerebrata_omegamssql.
- We have hosted this application on a shared hosting infrastructure. Depending on the load on the server, you may get timed out or receive other errors. We may decide to port this application to Windows Azure if there is need for a utility like this.
- PLEASE NOTE: Make sure to add "74.63.196.42 - 74.63.196.46" IP Address range in the IP Address range in SQL Azure portal under Firewall settings. This is the IP address of our server hosting this application. You will not be able to connect to your SQL Azure database using this tool without specifying this IP Address.
- PLEASE NOTE: If you are getting an error "Unable to get the list of available databases" when using this utility, please make sure to add "74.63.196.42 - 74.63.196.46" IP Address range in the IP Address range in SQL Azure portal under Firewall settings. This is the IP address of our server hosting this application. You will not be able to connect to your SQL Azure database using this tool without specifying this IP Address.
You may also want to look at SQL Azure Manager by visiting their website at http://hanssens.org/post/SQL-Azure-Manager.aspx
We sincerly hope that you will find this utility useful and will ease your adaptation of SQL Azure.