The official recommandation:

• Visual Studio 2010 includes F#
• Visual Studio plugin (included in the official release) for the free Visual Studio 2008 Shell

Good and portable alternatives:

• Monodevelop plugin. Works on Linux, Windows, Mac and it has advanced features (including Intellisense)
• Emacs mode for F# (discussion). An experimental support for Intellisense is available.

Other (more experimental) editors:

• F# syntax file for Vim
• jEdit mode for F#
• SharpDevelop (it has an F# mode)

Introductions and free books on F#, aimed for beginners.

• F# Survival Guide (John Puopolo with Sandy Squires) - a free, web-based book aimed primarily at mainstream developers looking to learn functional programming concepts via F#.
• F# Programming Wikibook - a collaborative F# book
• F# in 20 Minutes - Part I (Chris Smith)
• F# in 20 Minutes - Part II (Chris Smith)
• Cours F# (fr) (Laurent Le Brun)

• Professional F# 2.0 by Ted Neward (planned for October 2010)
• http://www.manning.com/laucher/ F# in Action by Amanda Laucher and Kevin Hazzard (planned for fall 2010)
• Expert F# 2.0 by Don Syme, Adam Granicz, and Antonio Cisternino (June 2010)
• Real World Functional Programming: With Examples in F# and C# by Tomas Petricek, and Jon Skeet (December 2009)
• Beginning F# by Robert Pickering (December 2009)
• Programming F# by Chris Smith (October 2009)
• F# for Technical Computing by Jon Harrop (September 2009)

The following books were based on older versions of F# and are somewhat outdated:

• F# for Scientists by Jon Harrop (August 2008)
• Expert F# by Don Syme, Adam Granicz, and Antonio Cisternino (December 2007)
• Foundations of F# by Robert Pickering (May 2007)