There are many tools and strategies for data backup in Windows and SQL Azure. This post is to outline a few that exist today. Its also worth noting that recently added to the SQL Azure portal was an Import Export feature .
In terms of approaches the following are good SQL Azure tools to consider:
And more manual SQL Azure techniques including:
For Azure Storage there are various tools (outlined for example this Matrix view). I’d have a look at the following:
Or there is always codeplex where there are a few samples such as AzureStorageBackup which is the updated version of Table Storage Backup
Note: Windows Azure Storage is triple copied within the target DataCenter and now has geo-replication by default.
Alternatively you could even write your own backup application and/or Map Windows Azure Blob Storage As Network Drive in Windows
Finally there are Microsoft partners such as StorSimple who provide Azure storage software solutions and an on premises storage appliance.
When it the SQL Azure PIT Restore feature going to be available. If done right many of these third party solutions would not be required.