In every database engine it is important to create logins that enforce security around your database and that can be maintained.
Additionally if you are working for a client you may wish to transfer this database at some point in the future to the client.
In SQL Azure users can be created against the master database in the instance and the role can then be transferred to individual databases.
Fine but if you wish to transfer the database the roles will be compromised and error when the database is moved.
One suggestion to avoid this issue is to use contained users.
Using your sys admin account connect to the database and run;
CREATE USER rocketengineapplication WITH PASSWORD = 'bluedanube'; ALTER ROLE db_owner ADD MEMBER rocketengineapplication;
Now developers could use this password and username to login to the database and do most of what is required without having any privileges to the SQL Server and if you ever transfer the database the role will pass with the database.
Here is a link to built in database roles
SQL Database Roles
and here is a useful query that can be run to identify the users and roles that a particular database has. This allows you to check what users are on a database and what are there roles.
SELECT u.name AS UserName, u.type_desc AS UserType, r.name AS RoleName FROM sys.database_principals AS u LEFT JOIN sys.database_role_members AS rm ON rm.member_principal_id = u.principal_id LEFT JOIN sys.database_principals AS r ON r.principal_id = rm.role_principal_id WHERE u.type NOT IN('R', 'G') ORDER BY UserName , RoleName;