Set the connection string for Entity Framework at runtime

string connectionString = new System.Configuration.ConfigurationSettings.AppSettings["ConnectionString"]);

System.Data.SqlClient.SqlConnectionStringBuilder scsb = new System.Data.SqlClient.SqlConnectionStringBuilder(connectionString);

EntityConnectionStringBuilder ecb = new EntityConnectionStringBuilder();
ecb.Metadata = "res://*/Sample.csdl|res://*/Sample.ssdl|res://*/Sample.msl";
ecb.Provider = "System.Data.SqlClient";
ecb.ProviderConnectionString = scsb.ConnectionString;

dataContext = new SampleEntities(ecb.ConnectionString);

This also would be useful if you want to encrypt the connection string using your own methods.