I recently read Julie Lerman’s Programming Entity Framework, 2nd Edition. I have been strongly recommending the first edition to every customer I have worked with in recent years that were planning to use Entity Framework. Julie really did an outstanding job at writing THE definitive learning resource and reference for EF, and the second edition continues that fine tradition.
A fair amount of the book is unchanged from the first edition, other that pointing out small differences here and there for places they enhanced the API (i.e. adding entities on the entity collection instead of on the root object context). But of course there are also some big new features in EF 4 like the ability to work with POCOs and generate the database from the object model instead of the other way around, and Julie does a great job covering these and getting you up to speed on how to use them.
Programming Entity Framework 2nd Edition is definitely the best self-study way to learn EF inside out, and even as someone who knows EF very well myself, I always keep her book handy for reference for when I am trying something a little advanced or different, and can always find the answers in this book.
If you are using Entity Framework in your application, you NEED a copy of this book close by.