First, I would like to thank N.Palladinos for his various help on F#. F# is a new language officially hosted in VS 2010. Worth mentioning is that even if someone does not choose to write in that language, the knowledge may make him a better programmer. Very good sources for F# are:
Most people recommend Chris Smith's Programming F# for a book. I have read Don Syme's Expert F# which is very good but requires some experience in the first place.