It would be nice if there was either a project setting in Visual Studio for F# projects, or a global environment setting, that would always send an entire program to FSI on a successful build. If not that, then perhaps right clicking a solution, project, or .fs file could have a context menu item "Send to FSI" that send all files in the scope of whatever you clicked to FSI. I split my project across 6 files, and after making tons of changes, there's nothing more annoying than going into each file individually, highlighting all the text, and pressing Alt+Enter for each one. And it's troublesome doing it for only the changed files, because pre-existing definitions still refer to the "old versions" of types, so if a type changed you'll get an error or strange behavior.

Currently I made a dummy file called "fsi.fs" and just put #r "Fsharp.PowerPack.dll" "#load file1.fs" ... open A open B open C ... for every source file and every namespace, and have that file excluded from compilation but it would be nice if there was some sort of integration for this.