One important thing to remember when working with LINQ to Entities is the deferred execution of LINQ.

Standard query operators differ in the timing of their execution depending on whether they return an aggregation value or a sequence of values. Those methods that return an aggregation value (for example, Average and Sum) execute immediately. Methods that return a sequence defer the query execution and return an enumerable object. These methods do not consume the target data until the query object is enumerated. This is known as deferred execution.

        static void TestDeferredExecution()
        {
            using(var NWEntities = 
               new NorthwindEntities())
           {
            // SQL is not yet executed
            var beverages =
                from p in NWEntities.Products
                where...