After watching this Google Talk by Linus Torvalds I'm really wanting to give a distributed version control system a try. I'd like to give git a go, but from what I've read it looks to be a pain under Windows. First blush looks like Mercurial may be a candidate. I thought it interesting that Mercurial needs an external merge tool like TortoiseMerge to do the actual merging.
After doing a little more reading, I'm probably going to give Bazaar a try. A big reason is it's explicit support of Windows.
Kyle Cordes has a good write up about this topic on his blog.