http://damieng.com/blog/2008/07/30/linq-to-sql-log-to-debug-window-file-memory-or-multiple-writers
This will help you to see what and when queries are being run. Also, Damiens blog is full of other linq to sql goodness.
You can generate an EXISTS clause by using the .Any method. I have had more success that way than trying to generate IN clauses, because it likes to retrieve all the data and pass it all back in as parameters to a query
In linq to sql, IQueryable expression fragments can be combined to create a single query, it will try to keep everything as an IQueryable for as long as it can, before you do something that cannot be expressed in SQL. As soon asWhen you call ToList you are effectivelydirectly asking it to resolve that query into an IEnumerable stored in memory.
YouIn most cases you are better off not selecting the book ids in advance. Keep the fragment for popular books in a single place in the code and use it when necessary, to build on another query. An IQueryable is just an expression tree, which is resolved into SQL at some other point.
If you think your application will perform better by storing the popular books elsewhere (memcache or whatever), then you may consider pulling them out before hand, and checking against that later. This will mean each book id will be passed in as a sproc parameter and used in an IN clause.