If you don't need merge, Subversion is all you ever need really. Powerful, fast and use it with TortoiseSVN, if under windows, for added goodness. Subversion supports merging but it is crude, really.
If you need merge (typical if you work on two separate versions of your project and then later need to merge these), then I suggest Mercurial. Check Sean's link above for the GUI overlay.
If you want a real heavyweight then I suggest Git. For windows you will use the msysgit port. This is, everyone says, one of the best and most complete source control systems. But this is also... a difficult program to use, with a steep learning curve. Embrace yourself and think that you are doing it in the name of Science; you want to prove the world, mankind is able to complicate things way beyond necessary and still have it work for them.
