How do I copy my SQL Azure database to a local SQL Server instance? I have an OLTP database hosted on a SQL Azure instance. I want to pull a copy of the database down from the cloud so I can run some heavy extracts and OLAP-style queries against it without impacting the source database.

How do I pull a copy of the database down to a local SQL Server instance?
Use the SQL Azure Migration Wizard:


  The SQL Azure Migration Wizard (SQLAzureMW) gives you the options to
  analyzes, generates scripts, and migrate data (via BCP) from:
  
  
  SQL Server to SQL Azure
  SQL Azure to SQL Server
  SQL Azure to SQL Azure