LINQPad is 'the hotness' when working with LINQ expressions. A recent beta has allowed you to use LINQPad with Entity Framework Code First; however, I encountered a small hitch when trying to wire everything up.
If you're running into an "EntityFramework assembly not found" error when creating a new connection for "Entity Framework DbContext POCO", just find the "EntityFramework.dll" and XML file in your project\bin directory and copy them into the folder where you're running LINQPad from then restart LINQPad!
Oh yeah, and if you haven't checked out LINQPad yet, do eeeet nao! You'll thank me.