I'm also just at the 'playing around' stage, and although I was worried about the lack of built-in persistence agnosticism, I was sure there would be a "work-around".
In fact, not even a work-around in an n-tier architecture.
WCF + EF
If I've read the following article correctly - http://msdn.microsoft.com/en-us/magazine/cc700340.aspx - then I don't see any problem serializing entities across the wire (using WCF) and also the persistence ignorance isn't a problem.
This is because I'd use PI mainly for unit-testing.
Unit Testing is possible! (i think)
In this system, we could simply use a mock service (by wrapping up the call to the service in ANOTHER interface based class which could be produced from a factory, for example). This would test OUR presenter code (there's no need to unit-test the EF/DAL - that's Microsoft's job!) Of course, integration tests would still be required to achieve full confidence.
If you wanted to write to a separate database, this would be done in the DAL layer, easily achieved via the config file.
My Tuppence Worth
My opinion - make up your own mind about the EF and don't be put off by all the doom and gloom regarding it that's doing the rounds. I'd guess that it's going to be around for a while and MS will iron out the faults in the next year or so. PI is definitely coming in according to Dan Simmons.
EDIT: I've just realised I jumped the gun and like a good politician didn't actually answer the question that was asked. Oops. But I'll leave this in in case anyone else finds it useful.