It is worth looking at F# as well, which is basically OCaml on the .NET platform. With the advantages of having the entire .NET ecosystem of libraries available for use, being able to use more than one core of your cpu, a solid IDE, and some other features like type providers. There are some disadvantages as well, such as not being able to compile to a native executable.

Anyway the syntax is so similar you can learn one and switch to the other with very little pain.