Entity Framework will not exactly issue SELECT * FROM commands – what it will do though is have explicit SELECT statements that include ALL columns in a particular table. If you see that most SQL queries are selecting all columns this way (especially from large tables when it appears that the UI is not using all that data) then you know that developers got a little sloppy with their code. It’s very easy in Entity Framework to bring back all columns – it takes more work and thought to build a custom LINQ projection query to select only the needed columns.
It is taking all of my strength not to say “A tell-tale sign of an Entity Framework performance problem is seeing Entity Framework in your environment.”
Satnic’s advice isn’t EF-specific, but his link to Microsoft guidance is.