Longevity
No one can predict the future, but
- OCaml and Haskell have been surving well for a number of years, which bodes well for their future
- when F# ships with VS2010, MS will have legal obligations to support it for at least 5 years
Practicality
Perf: I don't have enough first-hand experience with Haskell, but based on second-hand and third-hand info, I think OCaml or F# are more pragmatic, in the sense that I think it is unlikely you'll be able to get the same run-time perf in Haskell that you do in OCaml of F#.
Libraries: Easy access to the .Net Framework is a huge benefit of F#. You can view it as being "tied to this bulky thing" if you like, but don't forget that "you have access to a huge bulky library of often incredibly useful stuff". The 'connectivity' to .Net is one of the big selling points for F#. F# is younger and so has fewer third-party libraries, but there is already e.g. FsCheck, FParsec, Fake, and a bunch of others, in addition to the libraries "in the box" on .Net.
Tooling: I don't have enough personal experience to compare, but I think the VS integration with F# is superior to anything you'll find for OCaml/Haskell today (and F# will continue to improve a bit here over the next year).
Change:
F# is still changing as it approaches its first supported release in VS2010, so there are some breaking changes to language/library you may have to endure in the near future.
Well Designed
Haskell is definitely beautiful and consistent. I don't know enough OCaml but my hunch is it is similarly attractive. I think that F# is 'bigger' than either of those, which means more dusty corners and inconsistencies (largely as a result of mediating the impedence mismatch between FP and .Net), but overall F# still feels 'clean' to me, and the inconsistencies that do exist are at least well-reasoned/intentioned.
Overall
In my opinion you will be in 'good shape' knowing any of these three languages well. If you know a big long-term project you want to use it for, one may stand out, but I think many of the skills will be transferable (more easily between F# and OCaml than to/from Haskell, but also more easily among any of these three than with, say, Java).