A nice tool to use to see which Azure Affinity Group to use e.g. South America, North America or Asia is to download this tool and run checks from where your clients will be based.
http://research.microsoft.com/en-us/downloads/5c8189b9-53aa-4d6a-a086-013d927e15a7/default.aspx
Once you got it installed, add your storage accounts and then get started.
So above we will test from Sydney Australia to our UAT environment in America.
Lets click “run”
It will start executing the test, this is now a good time to plan a date, make a cup of coffee or write some JScript for your open source projects.
Results:
Sydney to North America
Sydney to South East Asia (Singapore)
Conclusion
For us, South East Asia was far more better (Web site, download is more important than upload), and the proof was in the pudding when we measures web site response times with MVC MiniProfiler.
However, this is not the ultimate conclusion, I bet these response times will vary depending on time of day, perhaps when Asia is awake and US is asleep, it could be the other way round, so test it at different times of day and pick the affinity or region that is best for you!