When I present on Windows Azure SQL Database, one of the biggest concerns comes up around throttling. Just the concept that your queries might be shut down because they use too many resources tends to freak people out. I’m not sure why. I think we ought to have the same facility in the on-premises product. But, Microsoft recognizes that this is a concern and that people need better information. A new set of documentation around this topic was recently posted. Read Resource Management in Windows Azure SQL Database to get a great overview of how the throttling works and how to detect it. There is more and more information coming out on this all the time. I learned quite a few things from this documentation. Remember, the most important thing you can do for your WASD applications is implement a robust retry logic within the code.