I think PEX and Code Digger are excellent technologies but I would also like to highlight the F# REPL (read-eval-print-loop) called F# Interactive.
When coding with F# its very natural to highlight some code in the editor and just evaluate it interactively.
Specific cases, corner conditions can be easily checked right there as you write the code (you still have to write the tests manually).
There is definitely a feeling of being close to your code and data.
Often times large snippets of code are developed interactively using the REPL and then placed in the main program. This (and the fact F# does not have nulls) means F# programs have much lower error rates (also see http://www.simontylercousins.net/journal/2013/3/7/why-bugs-dont-like-f.html)