When you develop with Entity Framework, you may need the SQL instruction passed to the SQL engine when your LINQ query is evaluated.
As you can see from the post ToTraceString Method in Entity Framework, both the System.Data.Objects.ObjectQuery and the System.Data.EntityClient.EntityCommand classed implement the ToTraceString() method, whose evaluation returs just the info you need.
An update in EF 6.1 allows to output the generated SQL doing:
context.Database.Log = Console.Write;
after having created the context, as explained in Logging and Intercepting Database Operations.