In CRM 2011 I can do the usual Create, Update, Delete operations using EarlyBoundEntities. I cant, however, seem to find an example of retrieving a list of entities using t
There's actually plenty of material in the SDK on MSDN that shows how to query an entity.
Create Queries to Retrieve Data
Build Queries with LINQ - primarily early-bound examples
The API provides three more or less equivalent ways to query the database (LINQ, FetchXml, and QueryExpression), though there are limitations (for example, see LINQ limitations) that you can only get around by using an on-premise installation and native SQL calls.
For the example of the accounts with a null phone number that you gave, though, any of the three supported query methods will work.