The good news for all F#/SharePoint lovers! As I learned today, 64 bit version of fsi already available as a part of F# 3.0. It is FsiAnyCPU.exe (at C:\Program Files (x86)\Microsoft SDKs\F#\3.0\Framework\v4.0).
These mean that now we should be able to connect to the SharePoint directly from fsi. It’s really cool !!!
As I see, into vs2012 we can choose version of fsi from Tools->Options.
P.S. Great thanks to the Mauricio Scheffer for great news.
Sergey Tihon's Blog 
Cool, didn’t know you could select it from VS2012!
Thanks for this article as it has got me one step closer to what I would like to do. I would really like to use F# for exploratory programming in SharePoint but I cannot get it off the ground.
I seem to have F# version 3.1.
When I try to obtain an SPSite object, I get the error
System.PlatformNotSupportedException: Microsoft SharePoint is not supported with version 4.0.30319.18444 of the Microsoft .Net Runtime.
The location of the EXE I’m using is
c:\Program Files (x86)\Microsoft SDKs\F#\3.1\Framework\v4.0\FsiAnyCPU.exe
Am I doing something stupid?
It should work with SharePoint 2013, but SharePoint 2010 does not allow connections from .NET 4.0+ runtime, so you cannot use latest version of FSI =(.
When I have tried to use F# for SP I ended up with F# console app and compilation to .NET 3.5. It allow you to use latest version of F#, but without FSI.
If you want to use FSI… I think that you need to install F# version built-in VS2010, i guess it F# 2.0. I hope that packed FSI is running under .NET 2.0 https://www.microsoft.com/en-us/download/details.aspx?id=13450
Sergey – many thanks. I am on 2010 and do have VS 2010 installed also. When I get into work tomorrow I will install that version of FSI if it is not already on my machine. I did find 2 FSI.exe though not a second FSIAnyCPU.exe.