Here is how you can create it using the Azure PowerShell cmdlets (for example, in East US):
New-AzureSBNamespace -Name "[YOUR SB NAMESPACE NAME]" -Location "East US"
There is always the REST API. I've not used it for Service Bus or I would give you a sample. Instead, here is the link to it for your reference. :)
http://msdn.microsoft.com/en-us/library/azure/jj856303.aspx
There is also a client library (in preview) that you can use if you want the C# experience.

Here is sample code using the Service Bus Management Library:
// Get this from the portal
var subscriptionId = "5f830156-0000-0000-0000-000000000000";
// Get this from your .publishsettings file
var managementCert = "MIIKFAI...really long string of base64...==";
var creds = new CertificateCloudCredentials(
subscriptionId,
new X509Certificate2(Convert.FromBase64String(managementCert)));
ServiceBusManagementClient sbMgmtClient = new ServiceBusManagementClient(creds);
sbMgmtClient.Namespaces.Create("[YOUR SB NAMESPACE NAME]", "East US");