My code base is getting quite big and it's difficult to organize all the different branches using just directories, I was wondering what would be a decent version control system for my own personal use that works (with little hassle) on Windows?
PS: I'm not looking for hosted VCS like GitHub, SourceForge or Google Code.
SourceSafe works reasonably well for individual projects. Subversion is also a solid free product, but a little bit harder to setup than VSS. If you want to slam down some cash and have the best experience with Visual Studio then Team System also an option.
Are you planning on using an external server or running the server on the same machine?
If you are planning on using an external server of your own, I would recommend Mercurial. The distributed system will enable you to branch and continue to check in even if you don't have access to the server (for example, you are writing code on a laptop and aren't on the network with the VCS server).
If you are planning on using the same machine, I would recommend Subversion. It's got solid Windows support and hasn't let me down yet.
If you're setting something up just for yourself, a DVCS (d for distributed) version control system is going to be significantly easier to get set up than Subversion. (Edit: I stand corrected, TortoiseSVN makes setting up a repository easy. Even still, I'd go with a DVCS unless you already know SVN and want to stick with it. I find them much less hassle for smaller projects, and if you're using it on more than one machine the whole thing is backed up on both in case of HD issues.)
Any of Git, Mercurial, and Bazaar are fine choices in general. Git on Windows still doesn't have a native client, although there are ones that work decently through emulators, so I'd not go with that. Mercurial is quite easy to install on Windows (with TortoiseHg for shell integration if you want it), and I believe Bazaar is as well. I'd go with Mercurial over Bazaar if I didn't know either and was going to pick one simply because it's more widely used.
This SO question is about Git/Mercurial/Bazaar on Windows.
If you are planning on using branches a bit I would definitely recommend to stay away from SourceSafe. In fact, stay away from SourceSafe period.
I have used SVN, git and Sourcesafe in a production environment and and I would prefer the former two over Sourcesafe. It's just too clunky for my liking and tends to go off on its own and do random things. Then you need Visual Studio integration and that's just a headache.
SVN is just nice and kinda works most of the time. The later versions support a one click merge with comments from one branch to another which is something that was missing before.
git is a LOT faster, it's mind blowingly fast in fact. The learning curve is pretty steep and you would be staring and git documentation and wonder just what the hell it's trying to tell you a lot.
I'm a big fan of Sourcegear Vault. The infrastructure overheads are a bit higher (requires SQL Server Exrpess or greater), but they do provide a free single user license and you can get good support if you need it.
Perforce is an excellent commercial VCS that I have used for over 10 years. It has particularly good branching and merging capabilities. I routinely use it internationally over a VPN without problems.
Without a license you have a limit of 2 users (great for personal use / small projects) otherwise it costs $$$
Also, download TortoiseSVN, it gives you a nice graphical interface and has Windows Shell integration so you can right-click on files and folders in Explorer and perform VCS operations.
From your selections, anything but git is good for Windows. But because you are only using it for yourself, something that is centralized like VSS and SVN might be too much as you need to set up a separate repository. So now are down to Bazaar and Mercurial then.
IMHO these two are really good if you are working solo. The difference between these two is Performance and Workflow it supports:
Bazaar
You can configure bazaar to support any kind of workflow you desire. You can make it work with Centralized workflow like SVN and have multiple branches under one repository or you can make it distributed just like any other DVCS.
Mercurial
You can not have multiple physical branches under one repository with Mercurial like SVN or bazaar, but the good thing about mercurial IMHO is the easy user interface that is really straightforward and the performance that is faster than bazaar (although bazaar is getting faster and faster in their recent release).
Between choosing these two, you should narrow down to what is your top priority? Performance or Workflow?
Give a try to Plastic SCM: