They are both great IMO. But, when possible, I try to stick with MS material when working in .NET. This assumes that a budget is in place to do this ... but since you are looking at SQL Server CE and Sqlite, they are both free. Both will support EF, but I would suggest that Sql Server CE will have better support in most areas.
Also, have you considered db4o browsing for an inline solution? A pretty nice NoSQL solution ... and it's also free.
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