[This article was contributed by the SQL Azure team.]
Valery Mizonov has published a paper on SQLCAT, called “Best Practices for Building Reliable SQL Azure Database Client Applications”. The paper discusses his subclassing of the ADO.NET classes like SqlConnection to handle the retry scenarios associated with SQL Azure. The code is a great stepping-stone; replacing the standard ADO.NET calls with his custom classes. Read the article and download the code here.