cons operator (::) in F#

As others said, there is no such operator, because it wouldn't make much sense. I actually think that this is a good thing, because it makes it easier to realize that the operation will not be efficient. In practice, you shouldn't need the operator - there is usually a better way to write the same thing.

Typical scenario: I think that the typical scenario where you could think that you need to append elements to the end is so common that it may be useful to describe it.

Adding elements to the end seems necessary when you're writing a tail-recursive version of a function using the accumulator parameter. For example a (inefficient) implementation of filter function for lists would look like this:

let filter f l = 
  let rec filterUtil acc l =
    match l with 
    | [] -> acc
    | x::xs when f x -> filterUtil (acc @ [x]) xs
    | x::xs -> filterUtil acc xs
  filterUtil [] l

In each step, we need to append one element to the accumulator (which stores elements to be returned as the result). This code can be easily modified to use the :: operator instead of appending elements to the end of the acc list:

let filter f l = 
  let rec filterUtil acc l =
    match l with 
    | [] -> List.rev acc                        // (1)
    | x::xs when f x -> filterUtil (x::acc) xs  // (2)
    | x::xs -> filterUtil acc xs
  filterUtil [] l

In (2), we're now adding elements to the front of the accumulator and when the function is about to return the result, we reverse the list (1), which is a lot more efficient than appending elements one by one.

The cost of appending two standard lists is proportional to the length of the list on the left. In particular, the cost of

xs @ [x]

is proportional to the length of xs—it is not a constant cost.

If you want a list-like abstraction with a constant-time append, you can use John Hughes's function representation, which I'll call hlist. I'll try to use OCaml syntax, which I hope is close enough to F#:

type 'a hlist = 'a list -> 'a list   (* a John Hughes list *)
let empty : 'a hlist = let id xs = xs in id
let append xs ys = fun tail -> xs (ys tail)
let singleton x = fun tail -> x :: tail
let cons x xs = append (singleton x) xs
let snoc xs x = append xs (singleton x)
let to_list : 'a hlist -> 'a list = fun xs -> xs []

The idea is that you represent a list functionally as a function from "the rest of the elements" to "the final list". This works great if you are going to build up the whole list before you look at any of the elements. Otherwise you'll have to deal with the linear cost of append or use another data structure entirely.

Lists in F# are singly-linked and immutable. This means consing onto the front is O(1) (create an element and have it point to an existing list), whereas snocing onto the back is O(N) (as the entire list must be replicated; you can't change the existing final pointer, you must create a whole new list).

If you do need to "append one element to the back", then e.g.

l @ [42]

is the way to do it, but this is a code smell.