There’s a cool speed test tool for Azure at http://azurespeed.com which allows you to test network latencies and speed to Azure data centers from different countries and locations. Along with finding the closest Datacenter near your location, it tests the storage latency to Azure as well as upload and download speeds. The tool is developed and maintained by Blair Chen (@blrchen), open source on GitHub.
It does – Latency Test, CDN Test, Upload Speed Test, Large File Upload Speed Test, Download Speed Test, Live Streaming Latency Test, Cloud Region Finder, Traffic Manager Test, and has Azure Online Tools available. Check it out.