I like working with the Sublime Text 2 editor and I surely like to work with FSharp so I’ve been trying to find ways to make life easier for myself.  A few tips to pass along:

1. Get the F# Textmate Bundle. Once you get it, unzip it into the ~\Application Data\Sublime Text 2\Packages directory.  In my case I created a F# directory under the Packages directory.
2. Add the following settings via the File Settings-User menu
3. To make it easier to compile and build your app, create a couple of environment variables: MSBuildBin and FSBin. In my case I set the MSBuildBin to the directory where the MSBuild.exe is located and I set FSBin to the directory where Fsc.exe is located.

Under the ~\Application Data\Sublime Text 2\Packages\User directory, create a file called msbuild.sublime-build and put the following in it:

Once you do this, on the Tools->Build System…