I\'m working on a small web app and I\'ve just hit the point in development where I need to start making database decisions. My original plan was to go EF Code First with MSSQL
Realistically you cannot use EF Code First with Azure Table Storage. Saying that, working with table storage is generally done using a similar approach to code first - i.e. you create your classes and they create the tables on the fly.
Do note that with table storage there is no relationships or anything like that. Table storage is even simpler than other NoSQL solutions in that you cannot store complex objects in a single table "row".
You could probably create a .net identity provider that uses only table and/or blob storage, but I cant find any examples out there - I'm sure there used to be a codeplex project but I cant find it now.
What Gert Arnold means is use both SQL Azure and Table Storage (EF only with the sql azure part). This way you can use each for what they're best at - table storage at storing large amounts of simply structured data, sql azure for the parts of the data that are more complex (i.e. requires relationships)