I found the answer...
So the IQueryable object that I am using for my final query (after defining all of my expressions select and include everything that I need) can be casted to a ObjectQuery. 
Once you do that the method ToTraceString() contains all of the SQL generated! 
objectQuery.ToTraceString()
If you are building a query and do this earlier(on an earlier variable) it will return the SQL generated up until that point. 
Also, the Parameters property contains all of the SQL parameters. 
I made a method that I am calling before I return any results for a Linq routine. This method makes the output of the query look pretty for a console application:
private const string debugSeperator =
    "-------------------------------------------------------------------------------";
public static IQueryable<T> TraceQuery<T>(IQueryable<T> query)
{
    if (query != null)
    {
        ObjectQuery<T> objectQuery = query as ObjectQuery<T>;
        if (objectQuery != null && Boolean.Parse(ConfigurationManager.AppSettings["Debugging"]))
        {
            StringBuilder queryString = new StringBuilder();
            queryString.Append(Environment.NewLine)
                .AppendLine(debugSeperator)
                .AppendLine("QUERY GENERATED...")
                .AppendLine(debugSeperator)
                .AppendLine(objectQuery.ToTraceString())
                .AppendLine(debugSeperator)
                .AppendLine(debugSeperator)
                .AppendLine("PARAMETERS...")
                .AppendLine(debugSeperator);
            foreach (ObjectParameter parameter in objectQuery.Parameters)
            {
                queryString.Append(String.Format("{0}({1}) \t- {2}", parameter.Name, parameter.ParameterType, parameter.Value)).Append(Environment.NewLine);
            }
            queryString.AppendLine(debugSeperator).Append(Environment.NewLine);
            Console.WriteLine(queryString);
            Trace.WriteLine(queryString);
        }
    }
    return query;
}
Note: Debugging needs to be set to true in your config file.
    <configuration>
      ...
      <appSettings>
        <add key="Debugging" value="true" />
        ...
      </appSettings>
      ...
    <configuration>