Wait Stats is my “go-to” thing, when you want to dig into performance issues everyone knows you will probably end up using sys.dm_os_wait_stats. You cannot use this in the Azure world, you have to use a DMV that is scoped to the database level. I think this would be a nice idea to have with the “earth” based SQL Servers – the ability to return information about all the waits encountered by threads that executed at the database level.
The connect item can be found at this link: https://connect.microsoft.com/SQLServer/feedback/details/2647332/sys-dm-db-wait-stats-dmv?tduid=(262281c4c73a682498780643b77e80d1)(256380)(2459594)(TnL5HPStwNw-KjxCoz0pGWobbq7q1MQTIw)()
I like this idea.