Using the open source jTDS JDBC Driver, you can connect to SQL Azure.
Driver class name: net.sourceforge.jtds.jdbc.Driver
Database URL: jdbc:jtds:sqlserver://<server>.database.windows.net:1433/<databasename>;ssl=require
Username: (in the form username@server from SQL Azure)
The key thing is the “ssl=require” placed at the end of the connection string. SQL Azure SSL encrypts the data on the wire, and requires SSL. Which is rather a good thing.
Hope this saves someone some time.