Is the Azure Event Hub reliable or might it drop events? I can't tell from the documentation whether it is only useful for use cases where it's ok to drop events, such as temperature readings, or whether it can be useful for scenarios where dropping an event is not ok.
Event Hub lets you acheive at-least-once delivery of messages at scale (see the blog post Event Processor Host Best Practices Part 1). This is achieved through the use of a checkpointing mechanism that tracks the last message you have processed, enabling you to restart receiving at the latest checkpoint. This does require you to write some code to manage the checkpointing mechanism, but this is greatly simplified through the use of the EventProcessorHost class described in the blog post.