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I was reading a blog yesterday about the evils of SELECT *. The author pointed out that it's almost always a bad idea to use SELECT * for a query, but in the case of SQL Azure (or any cloud database, for that matter) it's especially bad, since you're paying for each transmission that comes down the line. A very good point indeed.
This got me to ...
In SQL Server Azure, there are no Dynamic Management Views (DMVs) or Performance Monitor Objects and Counters that you can access, so you can’t run your standard performance monitoring that way. I suspect that as time goes on, SQL Azure will have some instrumentation, but for the time being, you’ll have to go with a different metric – round trip ...