F# Interactive (and in general REPL-style tools) is an ideal entrance to performance profiling. What could be easier than to select a code block and send it right to a profiler that would come back with performance analysis report. Unfortunately it looks like existing profilers don't have REPL support: you have to either attach a profiler to a process or specify and executable or Web application to profile.
What I end up doing then is wrapping a code block to profile in a unit test and then executing a profile against NUnit command-line session. But is this the best we can do right now with F#?