Honestly I never tried in F#, as I tend to write the data-access layer in C# (tooling support FTW). But as of today I would try the EF4 code first approach. As you don't *need* any tools for this it should be the best way for F#.
You can find an intro using F# here: [link:blogs.msdn.com]
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I googled F# and Linq but found some articles written in 2006!
Didn't like them a lot.
Is Linq preferred way in F# to get data out of Sql Server? Or is there a more functional way?
If yes, please point me to a good (and simple) resource for Linq with F#