Face recognition is built into OpenCV. It should be very easy to implement this feature yourself without relying on any third party.
http://docs.opencv.org/2.4/modules/contrib/doc/facerec/tutor...
http://docs.opencv.org/2.4/modules/contrib/doc/facerec/tutor...
I saw some demos of M$FT's apis at a recent tech event and it wasn't obvious that the results with their system were significantly better. The biggest hole seemed to be that camera frames were being sent to the cloud, and there were issues with the presenter's quota (forget the exact problem).
But overall, I think the Cognitive Services are a step in the right direction. They generally make sense for businesses who don't have a full-time team of ML/CV experts.