I have the same situation, although I develop both on OSX (using Aptana and/or TextMate) and Windows/Parallels (using Notepad++ and/or Visual Studio), depending on what I'm doing. In my case I chose a host that provides SVN out of the box (Dreamhost). That way I can access it from anywhere.
For tool support, Aptana is based on Eclipse and so supports eclipse plugins. I've used both Subclipse and Subversive for SVN support in Aptana and both work pretty well (I think I'm currently using Subclipse). In Visual Studio, I use the Ankh SVN plugin that provides IDE support. It's a little clunkier by comparison to the Eclipse tools, but it gets the job done. If you are not tied to IDE support, then TortoiseSVN is definitely the way to go on Windows (for SVN).
There are of course many other VCS solutions out there (Git seems to be the flavor of the month these days). I like SVN because it's straightforward and has been around long enough to have really good tool support. Whatever you choose, definitely host your master code somewhere off of your physical machine. As others have noted, if your machine bombs, you lose all of your code along with your VMs. Don't install a master VCS on your virtual machine -- the whole point of VMs is that they should be easily disposable / recreatable.