Is there a succinct but complete example project or tutorial that brings together the pieces of the Microsoft stack for a complete application?
WPF MVVM Business Objects EF Database
I find plenty for WPF and plenty for EF, but am having trouble fully understanding how the EF generated classes relate to business objects, and how those business objects in turn fit into the MVVM pattern.
I have not found one that does all of those, not succinct anyways, but I have found several that do them separately. One that brings a lot of this into one, and should be your starting point IMO, is the CAG that came out October 2009 for WPF.
As many concepts as you just mentioned I can't imagine a concise tutorial existing for all of those, and being good enough to grasp them.
You might be interested in the sample applications of the WPF Application Framework (WAF). They show:
View composition
UI Workflow (Wizards)
Command binding / Shortcut Keys
MVVM pattern, Unit Testing
Validation
Entity Framework
Open/Save FileDialog
Print Preview / Print Dialog
Localization