Migrate SQL Server database to SQL Azure

Use the SQL Azure Migration Wizard if running SQL 2008: http://sqlazuremw.codeplex.com/

For older versions the best thing I've seen is to either first upgrade to 2008 then port, or (unfortunately) to port the data using scripts as you've suggested. If you have to do so, might I suggest SubSonic for generating your scripts?

1. Patch SQL Management Studio 2014 with the latest patches
2. Connect to your onsite sql server
3. Right click Database > Tasks > Deploy Database to Windows Azure SQL
4. DONE!

Thank you:

http://blogs.msdn.com/b/brunoterkaly/archive/2013/09/26/migrating-an-on-premises-sql-server-2012-database-to-windows-azure-sql-database.aspx