In case you've missed them, there are two walkthroughs that have been recently posted on some of the EF CTP4 shininess.
- Code First. Walks you through describing a model with classes, touching them up with a fluent API through a builder or configurations, and creating and manipulating a database using ObjectContext or DbContext.
- Productivity Improvements. Uses a code-first approach to walking through some of the improvements baked into the new classes like the context auto-creating a database as needed, DbSet functionality for simplified APIs, how to tweak initialization, and configuring the model through attributes or the fluent API.