I love the Entity Framework, but as with every layer of abstraction, sometimes you need to get underneath in order to solve problems.
For EF questions, I usually browse the presentations, blog, articles or Entity Framework book from Julie Lerman.
I met her first at an SDC conference years ago: she has a great way of explaining new concepts in an easy to grasp way, not being afraid to do a deep dive into technology when needed.
Her article MSDN Magazine: Data Points – Profiling Database Activity in the Entity Framework is a great way to start digging for the actual SQL being executed by EF on your behalf.
It has a balanced list of ways to get that SQL, and describes the pros and cons for each means.
The comments point you to some more ways.
Recommended reading!
–jeroen
The Wiert Corner - irregular stream of stuff 