<p>Does anyone know of an IDE for F# development that does not involve me shelling out $300? I will gladly move to F# VS Express if they ever release one, but spending money to just get started with a new language is not in my budget.</p>

http://msdn.microsoft.com/en-us/vsx2008/products/bb933751.aspx
Visual Studio Shell - Free, and F# supports it out of the box.
(edited)
http://blogs.msdn.com/dsyme/archive/2008/04/04/tackling-the-f-productization.aspx
Theres a link talking about using the Shell and such too