This is a great question, but tough to keep up to date as Entity Framework continues to mature. Probably the best place to start that will stay up to date into the future is Microsoft's EF page.
A few other links I found helpful while Googling (focused on Code First):
- Getting Started with EF using MVC Tutorial
- Code First Development with Entity Framework Video from TechEd 2010
- Scott Gu's post on Code-First Development with EF4
- MSDN Entity Framework 4.1 and 4.2
