For debugging EF queries, the easiest thing is to cast the query to ObjectQuery and use ToTraceString:
var query = myContext.MyTable
.Where(r => r.Id == searchId)
.Select(r => r);
Console.WriteLine(((ObjectQuery)query).ToTraceString());
This will show the underlying SQL for the query, and you can run the queries manually to debug why they are slow. Here is the MSDN link:
http://msdn.microsoft.com/en-us/library/system.data.objects.objectquery.totracestring.aspx
If you’re trying to get the SQL which is run when you call SaveChanges() on your context, it’s not as easy. You could take a look at EFTracingProvider:
Or, assuming you use SQL Server, you can go directly to SQL Profiler and capture the T-SQL statements (this is my preferred approach).