@figuerres: Yes, there are some benefits to EF over Datasets, but IMHO the real advantage of an ORM is to remove the database structure from the equation. Map multiple classes to the same table, map multiple tables to one class, etc. Make your domain model work best for your application; don't just copy the database structure if it isn't ideal.
I think that too many people reach to an ORM these days before considering other options. A lot of the time, a simple DataReader (or better yet, Dapper) is the best solution. When I see people using EF for read-only data displayed on a web page, I die a little inside.