When was the last time you tried MonoDevelop? Xamarin has put in a lot of work on MonoDevelop over the past year or so -- in fact, they just released a major new version (4.0) and even contributed a bunch of improvements to the F# bindings:
https://github.com/mono/monodevelop https://github.com/xamarin/fsharpbinding
BTW, F# also has emacs support, and from what I hear vim support is on the way:
It would have been over a year ago. I am not interested in using it, I was just curious about it at the time. (I don't really get along well with anything that expects me to use a mouse.)
I sorta doubt that the emacs/vim support is anything near what there is for OCaml, but knowing Xamarin it will get there... eventually. But really, I don't see a big reason to pick F# over OCaml unless you're already doing .Net or something.
If you don't need .Net, OCaml is practically the same language and has lots of vim/emacs support.