Answer by Josh Mouch for How do I copy SQL Azure database to my local development server?

I just wanted to add a simplified version of dumbledad's answer, since it is the correct one.

1. Export the Azure SQL Database to a BACPAC file on blob storage.
2. From inside SQL Management studio, right-click your database, click "import data-tier application".
3. You'll be prompted to enter the information to get to the BACPAC file on your Azure blob storage.
4. Hit next a couple times and... Done!