Hi, Tuomas! I used to work on the F# team at Microsoft. The ability to programmatically extend the auto-completion list in Visual Studio is very cool, but I think you will find that F# is actually playing catch-up to Wolfram otherwise. To quickly address your second point, the |> postfix operator in F# is // in Wolfram.

The number of "type providers" currently available for F# is pretty limited. Wolfram can already easily work with XML, CSV, and JSON formats without including anything extra in a project. This ease extends to Microsoft's data formats. I had to do some work yesterday with generating a report from multiple Excel spreadsheets that is much less code in Wolfram than F#/.NET. Many of the included data paclets and Wolfram Alpha support allow you to access data from the World Bank and from some topics covered in Freebase. Wolfram's data paclets also include things that are outside of the scope of Freebase, like frequently updated weather and stock data.

You can easily write packages in Mathematica to access large data stores. I started a simple package for accessing DBpedia back in September. Here is the code for it. Here is an example of plotting sports car widths across their production years.