I've programmed in SML for many years. However, readers will know that recently I have been using F# quite seriously. I'm very impressed. It's really a very productive language. One minor problem for me are the subtle (syntactic) differences between the two. For example, I still find my fingers wanting to type [x,y,z] for lists instead of [x;y;z].
[I still don't get why people would want to drop the brackets around a tuple?! This is probably a hang-up from the pain that adding this feature caused me when I wrote the Imperial Hope Interpreter when I was an undergraduate! (Gosh - this was in 1990. Get over it!)]
Anyhow, I just stumbled across Adam Chlipala's OCAML/SML comparison page, which I enjoyed reading. [here] Check it out.