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In my experience, the SQL that LINQ generates typically is good, but LINQ may run part of the query or, rarely, even all of it client-side.

For example, if you want the top N items ordered by f(x), and LINQ doesn't know how to map f(x) to a SQL Server built-in, it has to pull the entire set over the wire, and find the top N client-side. Obviously, if your table is huge, performance won't be good.

That can even affect more than performance. For example, SQL Server orders GUIDs differently than .NET, and SQL Server's decimal isn't quite a IEEE float (https://msdn.microsoft.com/en-us/library/bb738633(v=vs.110)....)



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