One of our local area rockstars - Zeeshan Hirani - has released a 500+ page learning guide to Entity Framework.  In his words, this document was developed over time as a learning guide for him and his co-workers, and he hopes that you will also find it useful.  Check it out and let Zee know what you think.  A Sample Project goes along with the guide and is also available for download:

Entity Framework learning guide

Sample Project containing models