WiredPrairie seems to be mistaken. You can certainly send push notifications to a WP device without using Azure.
MPNS is Microsoft's own service that you can send a web request to (containing a SOAP envelope that has the subscribed device push URL and push data) and it delivers the push notification to the device (toast, tile, or raw). It is free to use. However, I believe there is a limitation (pretty high) to the amount of requests you may make in a certain period of time without having a certificate (still free).
Basic workflow:
- Build handlers on the device that react to toast receipt, detects the unique device MPNS URL and when that URL changes.
- Configure a server with an endpoint that stores the device URL, with any other user info you might want.
- Whenever you want your server application to send a toast, package up a SOAP request to MPNS
- Watch the push notification arrive on the device.
A pretty good tutorial:
There is even a helper library for your server application provided by MSFT: http://blogs.windows.com/windows_phone/b/wpdev/archive/2011/01/14/windows-push-notification-server-side-helper-library.aspx