I think an on Prem version of the db is a good idea. I am still new to Azure but my understanding is that it is fairly easy to make a backup of the Azure database to a local db. It sounds like a good idea to make changes using the GUI locally.
However, getting those changes up to Azure (without affecting the data that's already in the db) sounds a little hairy.
I am an Access developer and literate in a number of areas, but not a sql Server DBA. I am familiar enough with SQL Server to create tables etc and use it as a back-end to other tools. If I have to, I can brush up on T-SQL with regard to changing,
adding or modifying fields, but management Studio does spoil you. I would like to find the easiest way possible, I'm not sure if what you're suggesting is any easier than just boning up on T-SQL.
Sure hope SQL Azure will make this management studio addition in the futurel