I just found this very useful tool, especially if you are dealing with Azure VMs.
This is the tool used by the Azure Developer Support Team. You can install it while on a VM using Powershell by running the following in a Powershell command window:
md c:\tools; Import-Module bitstransfer; Start-BitsTransfer http://dsazure.blob.core.windows.net/azuretools/AzureTools.exe c:\tools\AzureTools.exe; c:\tools\AzureTools.exe
For more info see https://blogs.msdn.microsoft.com/kwill/2013/08/26/azuretools-the-diagnostic-utility-used-by-the-windows-azure-developer-support-team/
Could not work out how what to do about this, but found this solution (http://blogs.msdn.com/b/musings_on_alm_and_software_development_processes/archive/2014/10/23/azure-mobile-services-prompts-you-for-a-username-and-password.aspx).
Use one of your access keys in the password field, leaving the username blank.
Then you can browse to the /help url for your mobile service.