The big thing is that F# has graduated from MS Research and is now available as Visual F#. This is important as it could make functional programming more mainstream (or at least into the hands of more people).

http://fsharp.net is the new official site post-graduation from MS Research, I believe. For a nice introduction to the language, the Wikibook at http://en.wikibooks.org/wiki/F_Sharp_Programming is quite good.

As someone else commented: The MS research link is kind of misleading (that's the origin, but not the place you go to for F# now).

I'd suggest to go directly to the site http://www.fsharp.net/ - which, granted, is linked on the MS research site as well. I highly suggest looking at http://cs.hubfs.net/ as well.