MSDN has written an article on how to bind data from Microsoft SQL Azure Database to ASP.Net controls.  The article provides a basic walkthrough and an example on how to do it.  The article also shows how similar it is working with SQL Azure is to SQL Server.  Your web application can continue running within an existing datacenter or with a hoster, and is a great example of showing that in many cases the only change necessary to using the SQL Azure cloud database is just a matter of changing the connection string.

I 'd like to hear what people think.   Take a look at the article and give the walkthrough a try.

-Steve