How to create immutable objects in C#?

Question

In a question about Best practices for C# pattern validation, the highest voted answer says:

I tend to perform all of my validation in the constructor

Answer 1

This question has two aspects:

1. Immutable type when you instantiate object
2. Immutable type when EF instantiate object

The first aspect demands sturcture like this:

public class MyClass
{
  private readonly string _myString;
  public string MyString
  {
    get
    {
      return _myString;
    }
  }

  public MyClass(string myString)
  {
    // do some validation here

    _myString = myString;
  }
}

Now the problem - EF. EF requires parameterless constructor and EF must have setters on properties. I asked very similar question here.

Your type must look like:

public class MyClass
{
  private string _myString;
  public string MyString
  {
    get
    {
      return _myString;
    }
    private set
    {
      _myString = value;
    }
  }

  public MyClass(string myString)
  {
    // do some validation here

    _myString = myString;
  }

  // Not sure if you can change accessibility of constructor - I can try it later
  public MyClass()
  {}
}

You must also inform EF about private setter of MyString property - this is configured in properties of enitity in EDMX file. Obviously there will be no validation when EF will materialize objects from DB. Also you will not be able to use methods like ObjectContext.CreateObject (you will not be able to fill the object).

Entity Object T4 template and default code generation create factory method CreateMyClass instead of constructor with paremeters. POCO T4 template doesn't generate factory method.

I didn't try this with EF Code first.