I want to use a NoSQL database on Windows Azure and the data volume will be very large. Whether a Azure Table storage or a MongoDB database running using a Worker role can offer better performance and scalability? Has anyone used MongoDB on Azure using a Worker role? Please share your thoughts on using MongoDB on Azure over the Azure table storage.
Table Storage is a core Windows Azure storage feature, designed to be scalable (100TB 200TB 500TB per account), durable (triple-replicated in the data center, optionally georeplicated to another data center), and schemaless (each row may contain any properties you want). A row is located by partition key + row key, providing very fast lookup. All Table Storage access is via a well-defined REST API usable through any language (with SDKs, built on top of the REST APIs, already in place for .NET, PHP, Java, Python & Ruby).
MongoDB is a document-oriented database. To run it in Azure, you need to install MongoDB onto a web/worker roles or Virtual Machine, point it to a cloud drive (thereby providing a drive letter) or attached disk (for Windows/Linux Virtual Machines), optionally turn on journaling (which I'd recommend), and optionally define an external endpoint for your use (or access it via virtual network). The Cloud Drive / attached disk, by the way, is actually stored in an Azure Blob, giving you the same durability and georeplication as Azure Tables.
When comparing the two, remember that Table Storage is Storage-as-a-Service: you simply access a well-known REST endpoint. With MongoDB, you're responsible for maintaining the database (e.g. whenever MongoDB Inc (formerly 10gen) pushes out a new version of MongoDB, you'll need to update your server accordingly).
Regarding MongoDB Inc's alpha version pointed to by jtoberon: If you take a close look at it, you'll see a few key things:
While 10gen's Windows Azure wrapper is still considered 'alpha,' mongod.exe is not. You can launch the mongod exe just like you'd launch any other Windows exe. It's just the management code around the launching, and that's what the alpa implementation is demonstrating.
EDIT 2011-12-8: This is no longer in an alpha state. You can download the latest MongoDB+Windows Azure project here, which provides replica-set support.
For performance, I think you'll need to do some benchmarking. Having said that, consider the following:
EDIT April 7, 2015 If you want to use a document-based database as-a-service, Azure now offers DocumentDB.