Have you discovered the Management Portal for SQL Database?
The Management Portal for SQL Database is a lightweight and easy-to-use web based database management tool. It’s part of the Azure Management Portal experience and supports database development tasks, schema modification, and it offers a query editor to develop and run Transact-SQL queries.
The Management Portal for SQL Database is hosted at: https://[ServerName].database.windows.net/
To work with databases in the Azure Management Portal or the Management Portal for SQL Database, you must have an Azure subscription and an Azure SQL database server.
We particularly like the Query Performance functionality to quickly see whats going on with the SQL Database in Azure and the ability to then find out more about the query, including the query plan.
Further details can be found at the MSDN site here.