James Serra gives us an overview of the major tools you would use for ETL and ELT in Azure:
If you are building a big data solution in the cloud, you will likely be landing most of the source data into a data lake. And much of this data will need to be transformed (i.e. cleaned and joined together – the “T” in ETL). Since the data lake is just storage (i.e. Azure Data Lake Storage Gen2 or Azure Blob Storage), you need to pick a product that will be the compute and will do the transformation of the data. There is good news and bad news when it comes to which product to use. The good news is there are a lot of products to choose from. The bad news is there are a lot of products to choose from :-). I’ll try to help your decision-making by talking briefly about most of the Azure choices and the best use cases for each when it comes to transforming data (although some of these products also do the Extract and Load part
The only surprise is the non-mention of Azure Data Lake Analytics, and there is a good conversation in the comments section explaining why.