One of the most popular tools for migrating your databases to SQL Azure is the SQL Azure Migration Assistant. Good friend George Huey finished off the extensions to it recently and now, it has a version of the tool that can help move large data into SQL Azure databases with Federations. You can start using the tool if you have access to the preview of the Federations technology.

Here is the link:

http://sqlazurefedmw.codeplex.com/

Thank you George!

-cihan