Getting TEntity type in logging

Add some code to what you've got so far. Given that it wasn't an extension method, the sample technique doesn't make it apparent. If you want a guess-based extension technique that tests against aDbSet<TEntity> ...

public static class DbSetExtensions
{
   public static DbSqlQuery<TEntity> SqlQuery<TEntity>(this DbSet<TEntity> dbSet, string sql, params object[] parameters) where TEntity : class
   {
      // Do stuff with dbSet...
      Logger.Instance.Write(string.Replace("Entity \"{0}\" executed the command...", typeof(TEntity).Name));
   }
}

Calling code may look like this:

using( var context = new myDbContext())
{
   var query = context.Orders.SqlQuery(sql);
   // ...
   var results = query.ToList();
}

To access a logger as a static method, you would need to resolve it as a static class or static Singleton. As an alternative, you may just extract a DbSet's name for usage in a method for a non-static repository or anything similar:

public static class DbSetExtensions
{
   public static string EntityName<TEntity>(this DbSet<TEntity> dbSet) where TEntity : class
   {
      return typeof(TEntity).Name;
   }
}

Although it's a little challenging to determine how you wanted that SqlQuery function to operate without any code...