[quote]
I built a LINQ query then added
.Where(a=>a.property!="This")
As expected it produced SQL
Where (a.propery<>N'This') OR a.property is NULL
This eliminated the string selected but retained all null values - Good.
[/quote]
IMO if that is the behavior exhibited, then it is wrong in the beginning. .Where(a=>a.property!="This") shouldn't generate code OR a.property is NULL at the end. You may want to verify again and see if this is bug in your LINQ to SQL engine.
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As for your question, .Where(a=>a.property!="Other" || a.property is NULL) is the proper way. You may want to post the whole LINQ query and let us check what could possibly caused the query to have that many redundant part. You'll also want to specify your .NET framework version and LINQ library version for us the check.