If you have on-prem data and want to copy it to Azure Blob Storage in the cloud, what are all the possible ways to do it? There are many, and here is a quick review of them:
AzCopy: A popular command-line utility designed for high-performance uploading, downloading, and copying data to and from Microsoft Azure Blob Storage. See Getting Started with the AzCopy Command-Line Utility
Azure Import/Export Service: Used to transfer large amounts of file data to Azure Blob storage in situations where uploading over the network is prohibitively expensive or not feasible by sending one or more hard drives containing that data to an Azure data center. See Use the Microsoft Azure Import/Export Service to Transfer Data to Blob Storage
SSIS: The Microsoft SQL Server 2014 Integration Services (SSIS) Feature Pack for Azure provides SSIS the capability of connecting to Azure Blob Storage. It enables you to create SSIS packages that transfer data between an Azure Blob Storage and on-premises data sources. See Microsoft SQL Server 2014 Integration Services Feature Pack for Azure and SSIS Feature Pack for Azure
Azure Data Factory (ADF): With the latest ADF service update and Data Management Gateway release, you can copy from on-premises file system and SQL Server to Azure Blob. See Azure Data Factory Update – New Data Stores and Move data to and from Azure Blob using Azure Data Factory and Move data to and from SQL Server on-premises or on IaaS (Azure VM) using Azure Data Factory
FTP: Deployed in an Azure worker role, this code creates an FTP server that can accept connections from all popular FTP clients (like FileZilla, for example) for command and control of your blob storage account. See FTP to Azure Blob Storage Bridge
Graphical Clients: Windows Azure Storage explorers that can be used to enumerate and/or transfer data to and from blobs. See Azure Storage Explorer, Blob Transfer Utility for Windows Azure Blob Storage, CloudBerry Explorer. For more, see Windows Azure Storage Explorers
Azure Portal: Allows downloading, deleting and editing certain properties of Blob files. For the old portal, this is done by going to the Azure Portal, choosing Storage, clicking on the Storage Name, and clicking Containers. Then click on a container and you will then see a list of the Blob files in that container and at the bottom is options to Download, Edit, and Delete. For the new portal, this is done by going to the Azure Portal, choosing Storage accounts, clicking on the storage account, and clicking on the Blobs service. Then click on a container and you will then see a list of the Blob files in that container. Click on one of the files and you will see options to Download and Delete.
PolyBase: A technology that allows SQL to be used across relational data stores and non-relational Hadoop data. See APS Polybase for Hadoop and Windows Azure Blob Storage (WASB) Integration. This is to move data to/from APS or SQL DW or SQL Server 2016 and Azure Blob Storage
Note that for on-prem to cloud transfers, there is a service call Azure ExpressRoute to give you a faster pipe.