As we all know storage emulator does not excel in its performance. One step I found helpful was to switch the default SQL Express database to SQL server.
How to do that:
1. Click Start, point to All Programs, and then click Windows Azure SDK.
2. Right-click Windows Azure SDK Command Prompt, and then click Run as administrator.
3. In the Windows Azure SDK Command Prompt window, type the following command:
Where <SQLServerInstance> is the name of the SQL Server instance.
You can also use the following command, which uses the default instance: