There are other great books out there such as Expert F#. The F# Dev center has links to many other "learn F#" articles. All of these are great.

But, something I found helpful is going "purely functional", and Haskell is the perfect vehicle. When you're forced to think only functional, and don't have the other "escapes" F# has, you bend your mind into understanding how you can accomplish things without using mutation or object-orientation.

The downside of Haskell is that many resources seem to be very challenging to get into. There's no doubt that the learning curve for Haskell can be tough. On top of that, many materials tend to dive right into monads and it tends to end up too scary. I've even bought several other good books on functional programming, but none of them were easily approachable. (They have good content, but you can't start from zero by using them.)

Enter Real World Haskell. This is a *very* easy to follow book and really drives functional programming home. It doesn’t assume you know anything about functional programming at all, so the learning curve is a gentle slope.

Even better? It's completely available online, so you can start reading it right now! Plus, it has reader-submitted comments which are of tremendous use, as they ask and answer many common questions that might arise as you read along, without interfering with the flow. You can read the entire book here: http://book.realworldhaskell.org/read/ [But buy it to support the excellent work the authors have done!]

I've found that my F# skills have gone up tremendously by reading Real World Haskell. For instance, I "sorta" understood F#'s computation expressions and builder. Say, enough to use them -- that's easy, like most things in F#), but understanding the concepts behind them? Starting to learn Haskell really brings the understanding around. This isn't to say that you'll eschew mutation and OO in F# -- such concepts can be very useful (and increase performance on the CLR). But at least you'll know when a more elegant solution is available.

(Plus, it's fun! As someone in #haskell on freenode put it to me: "Learning Haskell will f*ck with your brain, and you'll like it.")