LINQPad supports everything in C# 3.0 and Framework 3.5:

• LINQ to SQL
• LINQ to Objects
• LINQ to XML

LINQPad is also a great way to learn LINQ: it comes preloaded with 200 examples from my book, C# 3.0 in a Nutshell.  There's no better way to experience the coolness of LINQ and functional programming.

And LINQPad is more than just a LINQ query tool: it's a code snippet IDE. Instantly execute any C# 3 or VB 9 expression or statement block!

Best of all, LINQPad is free and needs no installation: just download and run.  The executable is under 2MB and is self-updating.

http://www.linqpad.net/