Migrating SQL 2008 on premise/in network/local database to SQL Azure platform turns to be very straight forward and easy. Microsoft has done an excellent job in enabling developers to use SQL server management studio (SSMS) and Visual Studio 2010 tools for the migration effort.
Here are few helpful links that would help enable the SQL migration to Azure/cloud.
SQL Azure Videos: http://www.microsoft.com/en-us/sqlazure/videos.aspx SQL Azure
Tools and Labs: http://www.microsoft.com/en-us/sqlazure/tools-labs.aspx SQL Azure Migration
SQL server schema and data migration wizard (open source and free): http://sqlazuremw.codeplex.com/
Alternate options to migrate SQL schema and data is also - Writing SSIS packages