I think this is a very interesting question that I have wondered about a lot myself. My thoughts so far are only thoughts, so take them for what they are.
I think that the safety net of an automated test suite is too valuable an asset to let go, however alluring that interactive console may be, so I plan to continue writing unit tests as I've always done.
One of the main strengths of .NET is the cross-language capabilities. I know I'm going to be writing F# production code soon, but my plan is to write unit tests in C# to ease my way into what is for me a new language. In this way, I also get to test that what I write in F# will be compatible with C# (and other .NET languages).
With this approach, I understand that there are certain features of F# that I can only use internally in my F# code, but not expose as part of my public API, but I will accept that, just as I accept today that there are certain things C# allows me to express (like uint
) that aren't CLS compliant, and so I refrain from using them.