Again lots of our software writes queries that is across multiple databases, mostly on the same server. Without this we will not be able to move any of our products to SQL Azure. I can't think of any efficient way of running the queries without just merging all the databases into one big database... which I don;t want to do.

Aggregate functions are the things I would most like to see in terms of CLR support. These have given use huge perf gains for some types of query and it's a big blocker for pueruaging my collegues to even look at SQL azure