Some of the newer data types introduced in SQL 2008 are not supported in the SQL Azure CTP (http://bit.ly/ti7mZ). More specifically hierarchyid and spacial data types.
For me that’s not a big deal because I have only tinkered with these data types, and am not working on any production applications that use them.
I understand adding support for spatial data types is on the way, but the SQL Azure team will prioritize this feature on the basis of demand.
