I saw that there was a similar question asked several months back, but it really didn\'t address my situation well. Here it goes...
I\'m in the process of building from
Another place to find information is to step outside of the Windows Azure options and look at AWS's. The S3 & SimpleDB options have been vetted over a longer period of time and have many additional success stories out there on the web. However, S3 & SimpleDB are very similar in functionality to Windows Azure Storage Table and Blob Storage. If you're thinking about truly big data, which these structures are for, definitely check out the AWS options. If only for a reference point on existing solutions built around big data.
As for SQL Azure, it is great for lots of transactions, keeping transaction costs low, and maintaining relationships and general integrity based on relational data. However, if you are going to have massive volumes of data, just go ahead and aim for the big data structures, such as Windows Azure Table or Amazon's SimpleDB.