Functional Programming - using F sharp
Actually, I think a better choice would be a true functional language (Scheme, ML, Haskell) rather than a multi-paradigm language. 

Of course it depends on your goals. If you really want them to learn the functional programming mindset then don't use a language that lets them escape to other paradigms so easily. F# permits programming in many ways, including imperative and OOP. So, if they have a multi-paradigm language, you can either just let them program using what is available or you can try to enforce a style that may not be natural in the language. I think this would be frustrating - more frustrating than just pushing through the needed transition of thought. 

However, in a true functional language you don't have the option of just "making it work" using thought patterns you have already developed when learning a different paradigm. The transition to functional can be difficult, but it isn't made easier by letting students not do it. 

If you want them to run, don't let them crawl. 

I'll note that I with a bit of a library I can program functionally in Java. But I wouldn't use that as a way to teach functional programming.