[This article was contributed by the SQL Azure team.]
We’ve prepared a new how-to video which talks about basic architectural considerations when developing on SQL Azure. This walkthrough provides an overview that you can use to establish best practices and optimize your SQL Azure databases. Specifically, the video discusses standard database optimization techniques, database sharding, and table considerations.
The demo portion of the video shows how to create a clustered index in the Windows Azure portal and shows how to test for latency using SQL Server Management Studio. The conclusion points you to some additional resources to help you get started using SQL Azure.
Take a look at the source code on Codeplex.
Check it out, and if you have any questions, please leave a comment.