Until recently, the killer reason why DBAs were reluctant to consider using Windows Azure SQL Databases for Azure applications was that there was no built-in way of backing them up. One can sympathize. Microsoft initially laughed off the fuddy-duddy idea of backing up such a robust platform. They soon relented, and now offer backups, of a sort, via BACPACs, saved in your Azure Storage Account. BACPACs have their uses, of course, though backup isn't an obvious one, and certainly not what most DBAs recognize as a proper database backup. It's not a page-by-page copy of the database; it is a zipped package consisting of the schema and a JSON form of the data. The way to ensure transactional consistency is to 'quiesce' the database before taking the backup.
Now, we are no longer obliged to use Windows Azure SQL Databases for a cloud application. We have the choice of using real SQL Server in a VM within Azure, and backing it up properly. SQL Server 2012 SP1 CU2 enhances SQL Server native backup to make it simple to back up to Windows Azure storage. However, we still have to face the obstacle of managing files in the Azure cloud, since this backup destination takes DBAs into what they see as the murky world of Azure containers and blobs.
Murky, perhaps, but Cerebrata (now owned by Red Gate) provide a free tool called Azure Explorer, which might be the one that removes some of the murkiness, and much of the DBAs nervousness, around managing Cloud backups. Certainly, Phil Factor seems to agree that it removes a lot of the pain.
It is simply, as its name suggests, Windows Explorer for Azure. Having set up a Windows Azure Storage account, you simply "connect it" to Azure Explorer. When you perform a backup to Azure Data Storage (ADS), or when any process copies backup to ADS, the host container appears in Explorer as the root directory, containing each of the backup files (blobs). It makes it very easy to move files around, copy them locally, or perform restores direct from ADS.
While backup to the Cloud may be useful in terms of optimizing storage across the enterprise, for DBAs it remains essential that they retain fast, easy, access to the backup files they might need, for whatever reason. I'd encourage any DBAs currently using or evaluating ADS to try it. Does it solve some of the potential difficulties? What are the others?