I've been doing a bit of query tuning lately and have been introduced to LINQPad which makes writing and tuning LINQ queries easy.
In this example I use the good old AdventureWorks database. I have an entity framework data access method that returns Customers for an email address
/// <summary>
/// Gets the customers with the given email address
/// </summary>
/// <param name="emailAddress">The email address.</param>
/// <returns>A list of customers</returns>
public IList<Customer> GetCustomers(string emailAddress)
{
using (var connection = new AdventureWorksLT2008Entities())
{
return connection.Customer.Where(c => c.EmailAddress == emailAddress).ToList();
}
}
A fast way to figure out the sql that this query is executing is to fire up LINQPad and point it at the assembly with the Entity Framework data model (EDMX) file in it. If we add a connection, we can choose to add a typed data context from our own assembly

Once we point it at our assembly, LINQ pad detects that we have an EF data context and fills in the rest of the details from the default connection string used by the EDMX (in the assembly config file, which by default is copied to the output directory).

We now get a tree view of the various entity collections in our data context. We can copy our query into the query window, make a few tweaks like in-lining parameters with example values and execute our query against the database. LINQPad displays the results in a nice table view by default.

If we click on the SQL tab we can see the SQL that the EF engine has generated, from where we can copy it into SSMS or a similar tool to interrogate the execution plan and determine if it will perform well. This also allows you to play around with different ways of writing LINQ queries to find the method that generates the best SQL while returning the data you need.

It's a bit of a trivial example but shows a real world approach to query development using Entity Framework. The ORM may abstract you from writing SQL but the way your queries are executed by the SQL engine is as important as ever!