It's pretty much required if you're doing F# work with VS Code, but I'll give my shoutout to Ionide[0]. I'm largely an F# dev these days, so I spend a ton of time with Ionide, and it's a great example of the open source community filling the gap where businesses have not done so (Microsoft in this case, since they focus F# resources into Visual Studio proper). The extension can be a little slow even on my fully-loaded Surface Book, but I suspect that's more to do with the underlying F# tooling than the extension itself.
[0]: https://github.com/ionide/ionide-vscode-fsharp