I'm not a fan of Scala and I absolutely loath sbt, but I absolutely recommend the FP Coursera Functional Programming Principles course[1] that uses both of them. There's an edition already running now but close to the end, however you can still join and work through it. Because it's an online course you'll find other people also working through it and, depending on where you're based, maybe some real world study groups as well.

I'd argue that the pain of downloading jars with JMV isn't that bad. Sure, it's a real pita to download them, but afterwards they're cached and immediately available. Also, if you're using Scala or Clojure then it's really easy to jump into the repl and start playing with the language.

If you're looking for "real world" fp then those may be your best bet. Haskell is a beautiful language and becoming a lot more real-world, especially compared to it's history and reputation as only an academic language. I'm not really a Haskell expert but I worked through Learn You a Haskell for Great Good [2] and found it to be one of the most enjoyable texts about a PL that I've ever found. You can read it all online for free or buy it in real-world book form.

As well as those I've worked through SICP in Racket (a lisp), SICP is a classic and well worth taking a look at even if you don't want to lisp.

I've written in all of the above with Emacs where there's great support, I'm sure there are vim equivalents of the language support, although I'll have to rely on some other HNer to point them out.

Finally, elements of FP are seeping through into non-fp languages, you can already see them in Java 8, C#, JS, Python, Ruby and more. No one can really call these languages FP languages, but if you know some of them then it might make jumping into FP seem a little less alien.

[1] https://www.coursera.org/course/progfun [2] http://learnyouahaskell.com/