SQL Azure will go live next month at PDC on November 17th. Since SQL Azure is accessed using the standard TDS (Tabular Data Stream) protocol used by SQL Server most existing application clients and tools should be able to work with it virtually unchanged. There are some slight differences mainly in the capabilities supported in SQL Azure vs. SQL Server and so there may be a period of time where the existing on-premise SQL Server tools have to catch up with SQL Azure. For instance in the current CTP SQL Management Studio works after a fashion but not all of its features are fully working yet. The same can be said for tools like BCP, SSIS, etc.
In the meantime there have been a number of useful SQL Azure tools developed and contributed to the community via CodePlex and other sources. Note that most of these tools have been developed with CTP versions of SQL Azure and may have to be updated to work with the released version next month. It is also possible that some of the exiting supported tools may obviate the need for them. However they do serve at least as a temporary substitute and as an illustration of how to develop SQL Azure applications and tools.
Here is a brief summary of a few of them.