I am investigating Visual F# as an additional tool to C# under .NET Framework. To get quick overview of F# I watched a presentation by Luca Bolognese at PDC2008: An Introduction to Microsoft F#. This was a very good choice: very cool presentation and very good introduction into F#. I recommend to watch it and have a fun together with getting good overview.
Some comments about F#:
A functional language for .NET, which syntax makes it easy to use for:
Declarative processing of lists or sets in a pipeline fashion.
Asynchronous and parallel processing.
Another important point is that F# is not just functional, but it is useful, i.e., it can be easily used with other .NET languages and applications. It provides object-orientation of CLR and has interfaces to call in and call out CLR assemblies built in other .NET languages.