How can a user get more control over their Azure database?

To gain more control over an Azure database, installing the database on a virtual machine in Azure is the most effective approach. This method allows users to manage not only the database itself but also the underlying operating system and server configurations. With a virtual machine, users have the flexibility to install custom software, configure security settings, and fine-tune performance parameters, which are not typically available with managed database services like Azure SQL Database.

Using a virtual machine provides users with the ability to control every aspect of their database environment, including network configurations, access controls, and backup strategies. This level of control is particularly advantageous for applications with specific compliance requirements or those needing particular database configurations that are not offered by default in a fully managed service.

In contrast, relying solely on Azure SQL Database limits users' control to the options provided by Azure, which are designed for ease of use and rapid deployment but come with restrictions regarding customization. Running a database on a server outside Azure introduces additional complexities and potential latency issues, as well as diminished benefits related to Azure’s scalability and security features. Limiting the use of third-party integrations may not contribute to increased control over the database environment, as it may restrict functionality without addressing the underlying infrastructure's control aspects.