Once a client has received an IEntityCollection2 from a WCF service, I'd like to copy all the Entities to a local EntityCollection<MyEntity>.

Which of these ways is the preferred way?

1) Using the Projections feature, project the source IEntityCollection2 to the local EntityCollection<MyEntity>

2) Passing in the IEntityCollection2 received from the WCF service into the constructor of the local EntityCollection like this:

EntityCollection<MyEntity> qqqqq= new EntityCollection<MyEntity>(colFromWCF);

The second option is the most suitable in this case. The entitycollection constructor you are referring adds the range of passed entities to the new collection.

Projections in most cases is used to copy the entityCollection contents to a structurally different object.