Arun Sirpal advises you to enjoy the change in control when moving to Azure:
The key for me has been to “embrace the change”. I have come from a traditional DBA background, backups, consistency checks, server level configuration at the heart of things. Yes, I no longer care about SQL backups and things of that nature when operating within Azure but I have different tasks and to think about.
Sceptical? Please read on.
Do read on.