I've moved my app from a dedicated server to azure (and sql azure), and have noticed substantial performance degradation.

obviously not having the database and web server on the same piece of hardware is much of it, but I'm curious what other people have found in migrating to azure, and if there is anything any of you would suggest I do to improve it. Right now I'm considering moving back to my dedicated server...

So in summary, are there any rules of thumb for this, existing research (wasn't able to find much) or other pieces of advice on improving the performance of the app? has anyone else found the same to be true, and improved their site's performance in some way? it's built in C# on asp.net mvc 2.

Thanks!