Good examples are hard to find. Most of the time books will give incomplete, or worse, erroneous examples. I have striven to boil each example down to just the essentials needed to get it to run. The examples use F# Interactive and each example is a fully encapsulated, self-sufficient demonstration of some WCF concept. To run an example, simply type
fsi --exec <script name>. You can see my examples here: http://code.google.com/p/wcf-examples/source/browse/#svn/trunk/FSharpExamples
I am planning to run a series of posts based on my experience in using F# to write WCF services. Stay tuned for that!