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I read on the MS site that SQL Azure does not support SQL Profiler. What are people using to profile queries running on this platform?

+2  A: 

I haven't got too far playing around with SQL Azure as yet, but from what I understand there isn't anything you can use at the moment.

From MS (probably the article you read):

Because SQL Azure performs the physical administration, any statements and options that attempt to directly manipulate physical resources will be blocked, such as Resource Governor, file group references, and some physical server DDL statements. It is also not possible to set server options and SQL trace flags or use the SQL Server Profiler or the Database Tuning Advisor utilities.

If there were to be an alernative, I'd imagine it would require the ability to set trace flags which you can't do, hence I don't think there is an option at the moment.

Solution? I can only suggest you have a local development copy of the db so you can run profiler locally on it. I know that won't help with "live" issues/debugging/monitoring but it depends on what you need it for.

Edit: Quote from MSDN forum:

Q: Is SQL Profiler supported in SQL Azure?

A: We do not support SQL Profiler in v1 of SQL Azure.

Now, you could interpret that as a hint that Profiler will be supported in future versions. I think it will be a big requirement to get a lot of people on board, using SQL Azure seriously.

AdaTheDev