One commonly requested feature that's missing from the research releases of F# is the "Add Reference" dialog. 

The upcoming CTP release will support the 'Add Reference' dialog:

which makes it easy to select the assemblies you're looking for:

The other main feature here is project-to-project references.  This makes it easy to create a Visual Studio solution containing code from multiple languages.  So, for example, if you have a C# library as another project:

and you want to reference it from your F# code, you can just add a reference:

to the project:

and you're good to go:

so you can reference the code in the library: