As a practical matter, IntelliSense support is quite lacking -- to the point where the productivity gains of type inference are outdone by the less-sophisticated autocomplete available in C#.
The error messages caused by erroneous type inferences also take longer to fix for beginners (and often for intermediate users like myself), simply because you're less inclined to provide type annotations than you would in a language like C#.
OOP is also lacking in surprising ways in F#; for instance, there's no support for nested types/classes. You have to be careful when you're porting code, because there are some things that you can do in C# that you can't do in F#, sadly.
Last but not least, both the size and the quality of the F# community is sort of disappointing. A lot of the F# information out there on the web is either for old versions or simply not very good -- either un-idiomatic, poor performance or flat out incorrect. Then there are people charging huge money for newsletters that are largely just of existing information digests.
I myself use C# for work projects and F# for my own stuff. As much as I love F#, unfortunately, it's a bit hard to predict how/when things might fall apart.