In EF 4.1 DbContext how to trace generated SQL

The easiest way with DbContext and DbSet<T> is just to use ToString() on the IQueryable you have built. For example:

var query = context.Blogs.Include(b => b.Posts)
                   .Where(b => b.Title == "AnyTitle");

string sql = query.ToString();

sql contains the SQL command which will be issued to the DB when the query gets executed.