We are considering adding built-in data extensions / integration for EF, but feel free to create a feature request via http://connect.microsoft.com and vote on it.
For current versions of RS you can implement your own custom data extension to provide integration with data sources not available out-of-box. Here is a starting point: http://msdn.microsoft.com/en-us/library/ms154655.aspx. An example for a ADO.NET data extension is available here: http://msdn.microsoft.com/en-us/library/aa902651.aspx
HTH,
Robert
Robert Bruckner
http://blogs.msdn.com/robertbruckner
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