Don Syme recently made this post about adding IntelliSense to the visual studio intergration of F#. Although I do missing the <ctrl>-<space>, there are some nice features to the current version. In fact the back ground error checking is better that C# in both visual studio 2003 and 2005. The F# intergration will warn you if you are using an type that does not exists, C# will not do this.
This can be seen in the two images below, first the F#:
Then the C#, no warning here: