chalst suggests scsh as an alternative to OCaml. My main interest in OCaml is as a language that I can write can code in as quickly as in a scripting language and compile to get high performance if necessary. (My real interest is in modelling protein structures which needs every drop of performance I can get). That said, I like the design philosophy behind scsh and the idea of embedding domain-specific little languages.
The only real reasons I prefer OCaml over Scheme is that it's statically typed and it has a reputation for being very fast. I'm not sure these are good reasons. Scheme programmers seem to manage just fine without static typing and Brad Lucier showed that, using Gambit-C, you could get performance equivalent to C from Scheme code for number-crunching PDEs.
I think I'm a Scheme programmer at heart but for mercenary reasons I've learning to live with C++ and trying to ignore my suspicion that using Scheme would help me to "beat the averages".