Support the dbmail.
The feature dbmail in SQL 2005 makes email sending much easier, should keep it in SQL Azure.
We think we understand the scenario, but need more details. Please email email@example.com with details of your scenario.
We use dbmail in conjunction with SQL Agent to run jobs for sending customer order acknowledgements etc. It is a much better platform than generating emails from ASP.NET.
In the next 2 weeks we will start beta testing (Aug 2013) a feature in our cotega.com service that allows you to send email and sms messages from Azure SQL. If you are interested in trying it, please let me know (support AT cotega DOT com)
Shannon Lowder commented
Look into options like sendgrid instead. It's always been a security issue to transmit mail from the database server. Using a third party app would be a safer way to go.