Over at Microsoft they have a white paper that mostly summarizes the articles I’ve been posting on how to develop in SQL Azure. But in a few places they add some information. I wanted to point this paper out to you since it covers how to automatically generate scripts that are SQL Azure compatible from SQL Server 2008 R2 (there is an actual SQL Azure option!), or in earlier versions of SQL Server (you have to set a few preferences to turn off unsupported TSQL).
It also covers how to use BCP to copy your data from your internal SQL Server to your SQL Azure instance. I’ve only covered Import and Export wizard. BCP is an old friend of mine, one I’ve mostly forgotten since my 2000 days. What can I say, the SSIS packages were very easy to implement!
It also shows you how to use SQLBulkCopy. I’ve not used this before, but in some scenarios it can perform better than an SSIS package, though it’s a bit more involved to implement, so the amount of time saved could be lost to the additional development time.
Check out this white paper, it’s helped me a little bit, and I figure it can help you too! Let me know if you have any questions, I’ll do my best to help!