I feel stupid for asking, but after reading pages and pages of the troubleshooting section, I still don't know how to do one simple thing:

Turn on tracing of the generated SQL for my Linq to LLBLGen statements.

Can anyone help me out?

You need to add the

<system.diagnostics>
    <switches>
               <add name="SqlServerDQE" value="3" />
        <add name="LinqExpressionHandler" value="3" />
    </switches>
</system.diagnostics>

section to your app.config - change the values to a 4 to get a LOT of trace output. If you are using any other SQL server change the SqlServerDQE to the relevant value

SQL tracing is often best done using SQL Profiler(or your db's equivalent) - it shows you the actual SQL that is being sent to the server, and keeps it seperate from the other trace outputs, and also allows you to filter etc.

Matt