Is this a desktop application or, say a Silverlight application? If it is web-based you have to jump through some hoops. You could create a view that exposes WKT and then parse the WKT client side into WPF / Silverlight geometries.
If it is a desktop application you've got it quite a bit easier. There is a good example at the Code Project of an SQL Geometry viewer that will help for both desktop or web.
You need to reference Microsoft.SqlServer.Types.dll, found at SQL Server Install/100/SDK/Assemblies to use SQLGeometry or SQLGeography directly.
Technologies like RIA don't understand these types but there is a work-around. Essentially you create a view that casts the geometry as a varbinary(max), use it in your OR mapper, RIA, LINQ, etc. and then convert it back on the client. There is a good tutorial here
Very late edit: Silverlight won't accept them either because the previously mentioned DLL's aren't compiled against Silverlight. Getting Silverlight compatible versions is high on many peoples wish list!