A new MSDN article on how to bind data from Microsoft SQL Azure Database to ASP.Net controls is now published. The article provides a basic walkthrough and an example on how to do it. The article also shows how similar it is working with SQL Azure is to SQL Server. Your web application can continue running within an existing datacenter or with a hoster, and is a great example of showing that in many cases the only change necessary to using the SQL Azure cloud database is just a matter of changing the connection string.
"You can bind data from Microsoft SQL Azure Database to ASP.NET controls just as you would with SQL Server. The SqlDataSource class is compatible with SQL Azure Database, so you can convert your existing solutions with only a change to the connection string."