It has been very good so far. The visual studio support is excellent. You get code highlighting (of course), intellisense, you don't have to worry about building and compiling (just hit run), debugging, compilation is fast, execution is fast, there is an interactive repl. And last but not least: you get access to the whole suite of .NET libraries: http, gui libraries, parsers for various formats, access to databases, etc.
The most important annoyance is that you often need to explicitly upcast objects. For example if you have a String and a function that takes Object you need to upcast the String to Object.
I agree the need to explicity upcast has been annoying. I'm hoping they will do a compiler optimzation to fix that in a future release. Also, hopefully they will bring in the co/contra variance features that are now in C# for lists and apply them to Tuple as well. (Does Don Syme read HN?)
I don't know if he reads HN but I believe the F# team is aware of the upcasting issue and if I remember correctly they were thinking about resolving this in the future. You can send him an email saying what you like and what are your biggest issues, he'll probably appreciate that (at least I would).
The most important annoyance is that you often need to explicitly upcast objects. For example if you have a String and a function that takes Object you need to upcast the String to Object.