I would want to sync up on-premises Oracle database with SQL Azure. Currently I have a DTS package setup for my on-premises applications (both Oracle and SQL Server being on-premise). If I move the SQL Server to Azure, how should this process be designed?
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you have to options for moving to Azure:
the latter will have the same feature set as your regular on-premise SQL Server. The former is not fully-feature equivalent to SQL Server. Azure SQL Database is just the Database engine part, no SSIS, SSAS, Replication and even TSQL is not fully equivalent to SQL Server.
If you use the VM approach, its safe to assume you can still run your existing packages. However, you need to consider latency between Azure in the cloud and your on-premise Oracle database.
you may also build a custom solution to sync the databases or even use Sync Framework. see: Database Sync: Oracle and SQL Compact 2-Tier , just replace the SQL Compact with the SqlSyncProvider which works with the Azure SQL Database. You can change the sample to use an n-tier approach if you want to use WCF as well.