For synching your local data there are few options..

Either use the Microsoft Sync based Azure tool. Learn more about it here http://microsoftpdc.com/Sessions/KEY01

and download it here http://www.microsoft.com/downloads/details.aspx?FamilyID=bce4ad61-5b76-4101-8311-e928e7250b9a&displaylang=en

This framework allows you to keep your on-premis database in synch with an Azure instance & vice versa

Another tool that generates Bulk copy scripts and optionally allows to execute them to load on-premis data to the cloud is here as well

http://sqlazuremw.codeplex.com/

I have used both methods quite successfully.