Azure provides a variety of application settings that can help manage the app from within Azure instead of coding it in the application. Some of these settings are highlighted below.
Azure provides connection strings that can be configured for the whole app. This includes ASP.NET based apps as well as non .Net apps like Java, PHP, Ruby, etc. For non .NET based apps the connection strings are made available through environment variables. For ASP.NET it is automatically available through the ConnectionManager. It will overwrite settings in the web.config so it is important to take note of those. Best practice is to remove all settings from the web.config and have it done on Azure instead. These settings can be set through the portal or Azure console.