For anyone interested, I have written some tips and tricks on connection problems, SQL Azure importing/exporting data, collations, etc:
http://blogical.se/blogs/jahlen/archive/2009/12/20/sql-azure-some-tips-amp-tricks.aspx

Any feedback is welcome!

/Johan Åhlén

Your blog mentioned,  the current portal link http://manage.windowsazure.com provides access to both WAVM and WASD.  I'll post more SQL Azure updates in my http://blogs.msdn.com/b/sqldatabasetalk/ blog.

--Chris Skorlinski