Having been asked 5 times today for recommendations, I figure this post is long overdue:
There are several books out there but IMHO these are the two you should purchase. Julia is focused entirely on Entity Framework (all 800+ pages!) and Roger takes a broader look at ADO.NET3.5 but does a great job on Entity Framework.
Programming Entity Framework
by Julia Lerman (Author)
Professional ADO.NET 3.5 with LINQ and the Entity Framework
by Roger Jennings (Author)