Azure Cloud Service (Web Role) scaling and warm up

Since you're using a web role, I would assume that it is connected to your VNet by means of using a VPN gateway and a Point-to-Site tunnel, as stated here: https://azure.microsoft.com/en-us/blog/azure-websites-virtual-network-integration/

Here's the problem, the published information from Microsoft about their network speeds are as follow:

1. They never reveled the speed of their inter VNet communication.
2. They never reveled the speed of their Point-to-Site speed assuming that you're connected from a web app.
3. The only piece of information you can live with is that the VPN gateway throughput is 100 Mbps, said here: https://azure.microsoft.com/en-us/documentation/articles/vpn-gateway-about-vpngateways/

Now, since (again assuming) that your app is connected using a Point-to-Site connection, the Azure documentation doesn't give any clue or SLA to how much bandwidth you should be getting, or if there is any way to improve the speed of your communication as stated in the Azure VPN FAQ from here: https://azure.microsoft.com/en-us/documentation/articles/vpn-gateway-vpn-faq/

Q: How much throughput can I expect through site-to-site or point-to-site connections?

A: It's difficult to maintain the exact throughput of the VPN tunnels. IPsec and SSTP are crypto-heavy VPN protocols. Throughput is also limited by the latency and bandwidth between your premises and the Internet.

The only possible way for this to be answered is for you to ask the Azure support team directly.

For web apps, you basically have data in/out, memory, CPU, disk queue and HTTP queue (use preview portal to see all of them). By only watching how any of these values in the monitor behave while you increase the number of concurrent users, you should be able to come up with a threshold to work with auto-scale even if you don't understand them completely. Here's a brief explanation of each:

CPU: Average CPU utilization (all VMS)

Memory: Average Memory utilization (all VMS)

Disk Queue Length: Count of pending disk operations. If your application reads/writes a lot of data from/to disk, this could be your gap. The more the queue the more your web server is waiting for disk I/O to continue.

Http Queue Length: Count of pending HTTP operations. If your application is receiving more requests than the web server can handle, this could be your gap. Usually CPU's fault, but not a rule.

Data In/Out: Amount of traffic ingress/egress (kilobytes). If your application transfers a lot of data in/out, the network bandwidth could be your gap.

Here's a very good tutorial to get you started into configuring auto-stale using preview portal.

https://azure.microsoft.com/en-us/documentation/articles/web-sites-scale/