For developers creating an application using PHP, you can connect to Microsoft SQL Azure Database. MSDN has written a walkthrough article on how to do this. Check out the link below to see you how you can do this.  The great thing about this is that you can run your PHP application on your own server, with a hoster, or within Windows Azure.  In any one of those deployment choices, you can access SQL Azure database without any changes.

How to: Connect to SQL Azure Using PHP.  

-Steve