If I have a table in my database called 'Users', there will be a class generated by LINQtoSQL called 'User' with an already declared empty constructor.
What is the best practice if I want to override this constructor and add my own logic to it?
The default constructor which is generated by the O/R-Designer, calls a partial function called OnCreated - so the best practice is not to override the default constructor, but instead implement the partial function OnCreated in MyDataClasses.cs to initialize items:
partial void OnCreated()
{
  Name = "";
}
If you are implementing other constructors, always take care to call the default constructor so the classes will be initialized properly - for example entitysets (relations) are constructed in the default constructor.
It doesn't look like you can override the empty constructor. Instead, I would create a method that performs the functionality that you need in the empty constructor and returns the new object.
// Add new partial class to extend functionality
public partial class User {
  // Add additional constructor
  public User(int id) {
    ID = id;
  }
  // Add static method to initialize new object
  public User GetNewUser() {
    // functionality
    User user = new User();
    user.Name = "NewName";
    return user;
  }
}
Then elsewhere in your code, instead of using the default empty constructor, do one of the following:
User user1 = new User(1);
User user2 = User.GetNewUser();
Setting DataContext Connection property to 'None' worked for me. Steps below.
Open the dbml -> Right Click Properties -> Update Connection in DataContext properties to 'None'. This will remove the empty constructor from the generated code file. -> Create a new partial class for the DataContext with an empty constructor like below
Partial Class MyDataContext    
    Public Sub New()             
        MyBase.New(ConfigurationManager.ConnectionStrings("MyConnectionString").ConnectionString, mappingSource)
        OnCreated()    
    End Sub    
End Class
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