Bazaar is a good option. Its simpler to install than Subversion, Perforce or CVS and no server component is required. Works equally well on Windows, Mac or *nix. I haven't used SourceGear but I believe it uses a similar client-server model to subversion.
This will be debated but I find the commandline interface to be simpler than Git but maybe that's just me. There is no integration with VisualStudio but to be honest with the possible exception of AnkSvn I've yet to see anything that does that well. If you can deal with using the commandline every now and then there is nothing simpler.
Once Bazaar is installed - using it with your existing code is a simple as :
cd mycode # base directory of your source tree
bzr init .
bzr add * # recursively adds your source tree
bzr commit -m "first commit ! "
And you're done. Then - assuming you had a file foo.c in that directory you could do :
bzr log foo.c
------------------------------------------------------------
revno: 1
committer: me<me@MYHOST>
branch nick: tmp2
timestamp: Wed 2009-01-21 16:59:55 +0900
message:
first commit
Now edit your code as normal and whenever you are ready to commit a change run bzr commit again.
See the Tutorial page for a slightly more in depth introduction.
It also comes with some useful tools like bzr-svn that you can use to import your local Bazaar repo into Subversion repository while preserving full history. So my Employer uses Subversion but I use Bazaar on my local machine for small test apps and utility scripts. then if there is ever a need to add them to an official work repository then that is nice and easy.