How do I get my data onto my VM?

I have an Azure VM and need to transfer large amounts of data over the course of the project [ 2 years or so].  I need to load an initial 200GB data and later up to 1TB.  Additionally, I need to be able to get the data out of the VM at some point. I have tried everything I could think of but they were all soooooooo slow that it is nearly impossible to perform a large data transfer.  I don't understand why I am paying 2.00$ / hour for high bandwidth A7 instance yet it only lets me tyransfer data to my local box at 50KB/s.  What is the best way to quickly move large data sets?

Thanks.