When I have time to actually code these days, I tend to jump between the "big three" F# code editors; each have their own strengths. One of VS Code's best features is its extensibility model - there are thousands of them, from language plugins to data visualisation to source control managers. Here's a list of some of the extensions that I use on a regular basis when working with F# and Azure which I find improve my productivity as well as make coding that bit more enjoyable (or less painful, depending on your perspective!).
Ionide is the defacto F# extension for VS Code. Completely free to use (although you should consider contributing to the project if you use it commercially), it contains not only support for F# the language, but also full integration with code navigation and shortcuts as well as a selection of refactorings.
Better Comments highlights your code comments, such as //TODO in a different colour, and also includes a nice navigation panel to allow you to quickly locate such comments quickly and easily.