There are many, many good free or pay-for-use charting libraries available for .NET - just look around and you will find them.
The F# distribution contains an example Automation\Excel showing how to create charts interactively using F#.
The example below uses a free library (commercial if use want to print or save your chart) available here : http://www.componentxtra.com (named XYgraph)
Usage example :
#use "graphit.ml";;
(Array.init 100 (fun x-> Math.Sin(Float.of_int x))) |> graph;;
File "graphit.ml":
#r @"XYGraph.dll";;
open System
open System.Drawing
open System.Collections
open System.ComponentModel
open System.Windows.Forms
open System.Data
open System.Drawing.Drawing2D
open componentXtra
open System.Console
let graph my_data =
let f = new Form() in
f.Width <- 400;
f.Height <- 300;
let xyGraph1 = new componentXtra.XYGraph() in
f.Controls.Add(xyGraph1);
f.Controls.Add(xyGraph1);
xyGraph1.BackColor <- Color.White;
xyGraph1.Dock <- DockStyle.Fill;
xyGraph1.ForeColor <- SystemColors.ActiveCaption;
xyGraph1.XtraLabelX <- "X";
xyGraph1.XtraLabelY <- "Y";
xyGraph1.Location <- new Point(0, 0);
xyGraph1.Name <- "xyGraph1";
xyGraph1.XtraShowGrid <- true;
xyGraph1.XtraShowLegend <- true;
xyGraph1.Size <- new System.Drawing.Size(720, 502);
xyGraph1.TabIndex <- 0;
xyGraph1.XtraTitle <- "My Chart";
xyGraph1.Width <- 400;
xyGraph1.Height <- 300;
xyGraph1.Visible<- true;
xyGraph1.AddGraph("my_data", DashStyle.Solid, Color.Red,1,false);
Array.iteri (fun i x -> xyGraph1.AddValue(0,Float32.of_int i, x))
(Array.map Float32.of_float my_data) in
xyGraph1.Invalidate();
f.ShowDialog()