Another thing to keep in mind for SQL Server... most of the new features have been in place in Azure SQL Database for quite some time before making it to the on-premises versions. Meaning that it's been tested for a while before making it to those versions - which should mean fewer bugs in the on-premises versions.
@summer90: You don't have to do monthly patches - just use whatever cycle that you're comfy with. If you find an issue that is fixed in a CU already, you can always do a special patch. You make a valid point about 3rd party software needing the vendors stamp of approval.
@steve-2: I think that Summer90 was talking about 3rd party vendors, not Microsoft,
Wayne
Microsoft Certified Master: SQL Server 2008
Author - SQL Server T-SQL Recipes