MSDN: Article Guidelines for Connecting to a SQL Azure Database
[This article was contributed by the SQL Azure team.]
The flexibility of SQL Azure database allows you to work with a myriad of applications from familiar Microsoft products to other programming languages such including PHP and Java . MSDN has written an article on some of the consideration guidelines that developers should be aware of when connecting to SQL Azure Database. I suggest that everyone read this article, just to be familiar with some of the basics.