At times like this I always turn to the most excellent LINQPad.
The front page of the linked site (at time of writing) immediately jumps in with stuff about SQL but don't let that obscure how powerful and flexible this tool really is. I sort of treat it like an Immediate Window on steroids. I find it invaluable for working my way through complex LINQ queries.
If you can live without intellisense it's free (the intellisense version is chargeable).
