I was a bit late into getting a CTP account for SQL Azure. Fortunately, I have got a promotional offer, and have been testing out SQL Azure. The web portal is neat and responsive. I have not been able to use SSMS to connect as only SSMS 2008 (and not the older SSMS 2005/2000) will work with SQL Azure. I was able to use SQLCMD to connect to my instance of the DB on the cloud, and it felt great.