Setting up the IDE
As developers, we love our IDEs (Integrated Development Environments) and Visual Studio.NET is probably the best IDE for .NET development; no offense to eclipse bloatware Luna. From the open source perspective, there has been a recent major development in making the .NET framework available as open source and on Mac and Linux platforms. Microsoft announced a pre-release of F# 4.0 in Visual Studio 2015 Preview and it will be available as part of the full release.
To install and run F#, there are various options available for all platforms, sizes, and budgets. For those with a fear of commitments, there is the online interactive version of TryFsharp at http://www.tryfsharp.org/ where you can code in the browser.
For Windows users, you have a few options. Until VS.NET 2015 comes out, you can try out the freely available Visual Studio Community 2013 or a Visual Studio 2013 trial edition, with trial being the keyword. The trial editions include Ultimate, Premium, and Professional...