I just stumbled across a site that I think is worth drawing attention to. http://www.sqlazureverifier.com/ is a site that enables you to paste in your existing T-SQL scripts and it will tell you whether they run against SQL Azure or not.
Its still very much in beta but it shows a lot of promise and, if it works (I can’t claim to have tested it in any depth), should prove to be a very valuable site.
@Jamiet