Windows Development Environments
Visual C# 2010 Express is a free development environment for C#.
Visual Basic 2010 Express is a free development environment for Visual Basic.
Visual C++ 2010 Express is a free development environment for C++.
Microsoft Visual Studio 2010 Shell along with Microsoft F#, November 2010 Community Technology Preview provide a free development environment for F#.
Visual J# 2005 Express is a free development environment for J#, which offers the Java language syntax.
Non-Windows Development Environments (Linux, UNIX, Mac, and more!)
Mono is a free CLI implementation for most operating systems.
MonoDevelop is a free development environment for C#, Visual Basic, and C++.
This fsharp.zip download offers F# for Mono systems.