At the time when you're using eager loading(include) it loads whole db tree at once from database.So it's very slow.

But You can identify the areas which you need to improve by converting your EF query into T-SQL by using LinqPad and then by using Database Engine Tuning Adviser on Sql Server 2008 will help you to identified the index keys what you needed.

I have written blog post about how to convert EF to T-Sql Here

This article will explain more than 10 methods to improve performance of your EF query Here

At the time when you're using eager loading(include) it loads whole db tree at once from database.So it's very slow.

But You can identify the areas which you need to improve by converting your EF query into T-SQL by using LinqPad and then by using Database Engine Tuning Adviser on Sql Server 2008 will help you to identified the index keys what you needed.

Microsoft has also published an article on EF performance considerations you may want to read.