I just can't believe Microsoft will ship this technology with such major bugs within it. If you are looking into SDF files with support of entity framework, you might want to look into the major bugs they are having. For example, you will not be able to use a string variable in a compare operation with a LINQ statement. Sounds basic, but still it does not work. Look at the blob on this bug
I wonder if Microsoft forgot to unit-test this stuff before shipping.