It's amazing, especially with the Ionide (http://ionide.io/) extension. By far the most pleasent F# experience you'll find on ANY platform. I use it on both Windows and OS X and it's been very enjoyable.
It was an uphill slog and I've put it aside for now, but I will keep coming back to it. In the meantime, I feel like I will just have to go to windows and Visual Studio 2015 to get the working experience.
Visual Studio is still a bit nicer with regards to handling all the .fsproj stuff, and visually showing you the order of your files, but the editing itself on vscode is definitely on-par with it.