If you had the chance to start playing with F#, here are some nice challenges for you. If not you may want to look at from where to start.
1. Dustin Campbell, has started Project Euler questions on his Yet Another Project Euler Series. There are 283 questions at the Euler project. To give the idea, here are the first three ones:
Problem 1:If we list all the natural numbers below 10 that are multiples of 3 or 5, we get 3, 5, 6 and 9. The sum of these multiples is 23.
Find the sum of all the multiples of 3 or 5 below 1000.Problem 2:
Each new term in the Fibonacci sequence is generated by adding the previous two terms. By starting with 1 and 2, the first 10 terms will be:
1, 2, 3, 5, 8, 13, 21, 34, 55, 89, …
Find the sum of all the even-valued terms in the sequence which do not exceed four million.Problem 3:
The prime factors of 13195 are 5, 7, 13 and 29.
What is the largest prime factor of the number 600851475143?
2. If you are into numerical analysis, you may try Newton Basin Fractal, i.e. finding roos of a polynomical function in a complex plane, you can be inspired by Jonathan Birge did:

3. Using Accelator Library, Tomas Petricek has some Game of Life example , which implements Conway’s Game of Life. There are some more including Calculating PI, Data Parallel. He is the co-autohor of Real World Functional Programming.
I am curios to hear from you, any suggestions/links you want to add?