I'm very excited to share the hard work some of my peers have been doing - Auditing in Azure SQL Database. After focusing on a bunch of behind the scenes security improvements, it's good to get something customer facing. Check out http://azure.microsoft.com/en-us/documentation/articles/sql-database-auditing-get-started/ and this video - http://channel9.msdn.com/Shows/Data-Exposed/Auditing-in-Azure-SQL-Database. It's a great start to what I hope are many customer facing features.