Is there a way to to get notifications when SQL Azure data changes or when new data is inserted? I would like to send notifications to an ASP.NET web application and push notifications to a Windows Phone. I know that the SqlDependency class and Query notifications are used to monitor SQL Server 2008 database data changes but SQL Azure doesn't support this yet.
Sorry but you don't have any options available other than rolling your own notification mechanism. One of the ways you could do this is to create triggers on the table you want to monitor and test for field-level updates, store the event in a secondary table, and code your application to read those events on a specific frequency. The COLUMNS_UPDATED function can help you figure out which fields were changed inside a trigger.