When someone is first introduced to the Windows Azure Platform, it is very common to hear the question asked, Should I be using Azure Tables or SQL Azure? The largest difference between the two offerings is in the way each of them stores the data:
Azure Table storage: It is built on top of the Azure Storage platform. It comprises flexible or schema-less entities. There is no referential integrity between the tables, and no custom indexes. It can scale massive amounts of data due to the partition key.
SQL Azure: It is an SQL Server that has been configured to be hosted on top of the Windows Azure in a high availability mode. It comprises standard SQL Tables with indexes and referential integrity. It may not scale as far as Azure Table storage.
A table within the Azure Table storage can be thought of as a single spreadsheet. In a spreadsheet, all the data is stored inside it, separate and distinct from any other data, as there is no referential integrity...