A good Azure SQL database application performance tuning article

If you are using Azure as your application platform and are using SQL Azure services as well, you might have noticed that the baseline performance isn't usually the same as you'd expected for a traditional on-premises service installation. For instances, queries require proper indexes in Azure, where in local installations, you never needed one.

That said, you can definitely get great performance from Azure, you just need to learn new tricks. I found out just recently about a nice document on Azure about performance tuning, titled "Azure SQL Database performance guidance for single databases".

Be sure to read this, it contains good information. Recommended reading!