In addition to SourceForge, Google Code, and Codeplex, I would add GitHub.
As others have indicated letting someone else host this for you is the easiest way to go about getting an open source project up and started. As for guidance on the different options out there:
Source Forge - Never used them, but
I know they've been around for a
long time and they claim to be the
largest.
Google Code - Can use subversion or
mercurial for version control. Good
code review tool too. Good option
for choice and tools.
Codeplex - .NET stuff goes here.
Hosted version of team foundation
server.
GitHub - Centered around git, the
distributed source control system
developed by Linus for Linux
development. Great for parallel
development if you plan on having
lots of folks working on it, but to
be fair mercurial offered by Google
Code is also parallel.
Here's an interesting article by Rob Conery about moving his .NET based open source project to github. If I remember right he had used Google Code and Codeplex previously. Have I successfully plugged my favorite? :)
In any case, don't worry about doing it yourself, a lot of hosting companies have one click installs for subversion. However hosting it will give you the following advantages:
- Source control system set up and managed for you
- Code review, and other collaboration tools are common
- Generally you get a page to provide downloads to potential end users
- Visibility and a community of potential contributors. I'm assuming you'd like other people to help you.
Hope that helps.