One of the nice enhancements in SharePoint 2013 BCS world is that SharePoint can now consume OData in BDC applications. There are a couple of gaps I ran across recently though when going through this process so I thought I'd cover them here in case anyone else gets similarly stuck. To start with, I recommend starting with this document to walk you through the basics of creating an application for OData: http://msdn.microsoft.com/en-us/library/sharepoint/jj163967.aspx. The main takeaway here is that you can NOT create a BDC application in SharePoint Designer that connects to an OData source - to do that you need to create an External Content Type (ECT) using a tool like Visual Studio.
The document I linked to above walks you through the process of creating the ECT. It follows that by showing how to use those ECTs in a SharePoint App and deploying it in that manner, but it does NOT show what you do if you want to add it to the BDC catalog so that it can be used many site collections, and that's where this post comes in. The first thing to understand is that when you go through the process described in the article above, it will create one ECT for each entity (like a table). The reason why that's important to know is because they will use a shared name in the ECT file, which will prevent you from uploading more than one to the BDC catalog. In order to use each of these entities in SharePoint here's what you need to do:
One final thing worth noting here - out of the box you don't get OData metadata endpoints over things like SQL databases, Azure Table Storage, etc. Adding it for SQL is fortunately relatively easy. In a nutshell you: