If you have Visual Studio (any version including express and community) installed, F# should already be included. Just choose F# as the language when you create a new project. Or see http://fsharp.org/use/windows/ for more options.
Xamarin Studio supports F#. Alternately, you could use VS Code for OS X, which is a cross-platform editor by Microsoft.
Once done with installing VS Code, launch
VS Code Quick Open (Ctrl+P) then run
ext install Ionide-fsharp
You may also consider Visual Studio for Mac.
There are other alternatives described here.
fsharp packages via your distribution's package manager (Apt, Yum, etc.). For a good editing experience, use either Visual Studio Code and install the
ionide-fsharp plugin, or use Atom and install the
ionide-installer plugin. See http://fsharp.org/use/linux/ for more options.