When querying a large table where you need to access the navigation properties later on in code (I explicitly don\'t want to use lazy loading) what will perform better
I agree with @MichaelEdenfield in his answer but I did want to comment on the nested collections scenario. You can get around having to do nested loops (and the many resulting calls to the database) by turning the query inside out.
Rather than loop down through a Customer's Orders collection and then performing another nested loop through the Order's OrderItems collection say, you can query the OrderItems directly with a filter such as the following.
context.OrderItems.Where(x => x.Order.CustomerId == customerId);
You will get the same resulting data as the Loads within nested loops but with just a single call to the database.
Also, there is a special case that should be considered with Includes. If the relationship between the parent and the child is one to one then the problem with the parent data being returned multiple times would not be an issue.
I am not sure what the effect would be if the majority case was where no child existed - lots of nulls? Sparse children in a one to one relationship might be better suited to the direct query technique that I outlined above.