I posted here previously saying that I had issues with the few third-party Azure Blob Storage applications that I have found and used; the best I could find until recently was the Azure Storage Explorer from the CodePlex website, but I've since been shown an alternative that has changed my mind.
Cerebrata (now owned by Red Gate) make a pay-for application called Azure Management Studio, which as the name suggests allows almost full control of your Azure account from a desktop application. One small part of this application provides the ability to manage the Blob storage contents.
In addition, Cerebrata also make a free application called Azure Explorer (http://www.cerebrata.com/labs/azure-explorer) which focuses entirely on Blob storage management.
Through use of both apps I've mentioned above, I felt as though Azure Blob storage is brought closer to the desktop, as you're able to move files (drag/drop/etc) between your local PC and storage much easier than I've found before.