Here's a little picture gallery of intellisense screenshots from the newly released F# 1.0.1. For example, CodeTips help you see the types that are inferred for F# and .NET identifiers.
This one shows some Intellisense functionality: pressing Ctrl-J brings up a selection of name-completions for the current position.
Here you can see that the environment scales well to large projects - this is Abstract IL, ILX and the F# compiler itself being edited inside Visual Studio. I find the VS integration extremely productive when working on these components, especially the on-the-fly typechecking.
Here's a screenshot showing a type error being reported on-the-fly. Files are checked in the context of other files in the project.