It actually depends on your application requirements. Azure Tables and Blobs provide very cheap storage where as SQL Azure is comparatively expensive. Furthermore Azure Tables does not have built-in transaction support as well as relational features available
in SQL Azure.
What I would recommend is that you analyze your application requirements from data management (CRUD) point of view and then decide which component (SQL Azure, Azure Tables, and Azure Blob Storage) is best for each requirement. You could come up with an architecture
where you are using all three of them.
Hope this helps.
Thanks
Gaurav Mantri
Cerebrata Software
http://www.cerebrata.com