I am busy migrating to Azure Virtual Machines.
Should my SQL Server database MDFs reside on the OS disk or on a data disk (which, as far as I understand, is a page blob - also known as a Azure Disk Drive)?
I would have thought the data disk was the correct place, but I've just read here that it is slower than the OS disk.
Furthermore, if I use a data disk then should the OS disk and data disk belong to the same storage account container for increased performance?
The short answer is that you want to use Azure Data Drives.
Longer answer with explanation: There are two models for persistent storage in Azure: Azure Drives & Azure Data Disks
They have some common features but there are some differences.
For both cases, they are backed by a PAGE Blob. The maximum size is 1TB per drive.
Where they differ is how they are exposed to the VM & communication paths.
Azure drives was the first implementation and was designed to allow Web/Worker/VM Roles to mount a blob as persistent storage with access via NTFS (i.e. allow legacy PaaS apps to interact with Blob storage without changes). They are implemented as a filter driver that runs inside of the Guest VM.
Azure Data Disks are part of the IaaS feature set. They are exposed to the Guest VM as a SCSI drive - so you can have multiple drives & create stripe sets for better performance.
For a detailed description & additional links/instructions/scripts
http://msdn.microsoft.com/en-us/library/windowsazure/jj672979.aspx
