How can I profile SQL Azure?

I have used the MVC Mini Profiler as part of an application to profile SQL Azure but depending on your application it may or may not work. What kind of tasks are you doing that need profiling?

It won't help you trace existing calls from your website but you can still obtain interesting performance metrics by running SQL commands from this tool directly: Enzo SQL Baseline. It offers options to load commands in parallel to simulate load and helps you compare performance metrics over multiple runs.

There is now a "light version" available, where you can analyze your queries and see resource consumption.

http://blogs.msdn.com/b/benko/archive/2012/05/19/cloudtip-14-how-do-i-get-sql-profiler-info-from-sql-azure.aspx