Q&A on Azure Data Lake Analytics and U-SQL at SQL Saturday Melbourne (Feb 11, 2017)
Use Azure Data Lake Tool in Visual Studio for developing and testing locally. Watch out for stale versions that may cause issues with creating / managing local databases,
HDInsight: Hadoop command line
Hadoop commands can be useful to manage Windows Azure blob storage with HDInsight cluster. This "In A Jiffy" post outlines where to execute these commands.