I've been learning by doing with ADO.Net Data Services (Astoria) for the last couple of months, and while I like the technology the learning has been a real trial. Information that you need to use them effectively is spread over MSDN documentation, articles, blog posts, support forums and of course StackOverflow. This question is a place for me to share some of my hard-won findings so that someone else can benefit. I also hope for other people to contribute their best practices and FAQs, and correct my misunderstandings!
For full disclosure, I've been using the framework with Linq to SQL just to make my life more complicated, so I hope the details in my answers are appropriate for Entity Framework too.
To start with below are some links I've found essential. I'll then put topic specific bits in the answers section.
Best Answer
Service Operations
Sometimes being able to query data and perform simple updates or creations isn't enough - you might want to implement some business logic or some complex query creation that's not possible through the URI scheme. Data Services supports this in a very basic form with Service Operations.
These allow you to add methods to your service, but with some restrictions:
Examples (ok, these are simplified so don't really need to be Service Operations):