Here’s some links you check on available cmdlets for SQL Azure:
Windows Azure Service Management CmdLets: http://code.msdn.microsoft.com/azurecmdlets
Exercise 2: Using PowerShell to Manage Windows Azure Applications: http://msdn.microsoft.com/en-us/wazplatformtrainingcourse_deployingapplicationsinwindowsazurevs2010_topic3.aspx
This something to keep in mind. Azure is here to stay!