When you have code like this:
Something something = new Something();
BlahEntities b = new BlahEntities()
b.AddToSomethingSet(something);
b.SaveChanges();
I know that for LINQ to SQL, the data context will create a transaction for SubmitChanges() if there is no existing ambient transaction (TransactionScope is an "ambient" transaction). I haven't seen this documented for LINQ to Entities, but I have seen behavior to suggest that it's true for Entity Framework as well.
So as long as you use one SubmitChanges() (L2SQL) or SaveChanges() (Linq to Entities) for all the related changes, you should be OK without using TransactionScope. You need a TransactionScope when
I've had trouble with nested TransactionScopes. They're supposed to work, and simple test cases work, but when I get into production code, the "inner" transaction seems to be the same object as the outer transaction. Symptoms include errors that are either "transaction committed, you can't use this transaction any more" or "this transaction object has already been disposed". The errors occur in the outer transaction after the inner transaction has done its work.