>>>I don't know much about Azure, but would tools like Red Gate SQL Compare and SQL Data Compare help? I started using those at my last job instead of database backups for technical limitations and it ended up being a lot easier once I got used to the tools.
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>>What does it do exactly?
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>SQL Compare quickly and easily compares the structures of two database, tells you what's different, generates a script, and allows you to run it right there. I'd use that to move my DB changes from dev to test to prod, etc.
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>SQL Data Compare does that same, but for data. Instead of working with database backups it would generate CRUD (well, CUD I guess) statements.
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>Both well worth the money.

If you have VS2010 Premium or Ultimate that functionality is built-in (good reason for an upgrade!).