One of the CSS Engineers from Microsoft has released a diagnostic tool for SQL Azure. It’s worth a look. It’s just using standard DMO queries to pull back data, but they’re put them together inside a nice UI to help out. If you’re already a DMO super-star, this might not be useful, but if you’re looking for an easy way to gather data from your SQL Azure instance, this is a good choice. Just remember, although it wasn’t mentioned on the MS web site, I’m fairly certain you get charged for running these queries. It’s always something to keep in mind when working with SQL Azure.
