I had looked a little bit at F# about a year ago but that was mainly just being confused at what a colleague had done in it. I like this presentation by Luca Bolognese. It gives a really good example of doing something useful in F#. I think one of the big barriers I had with it was not really knowing what you were supposed to do with, just knowing it was new (and therefore shiny).
The presentation / video is definitely worth a look and the guy himself is also quite funny which makes it easier to watch / listen to.
An Introduction into Microsoft F#