You could go with Mercurial.
- It's very easy to start working with and there's TortoiseHg which integrates nicely with Windows shell.
- You don't need a server for it as it's a distributed version control system - you can hold a whole repository copy on a flash drive and push/pull changes from it.
- If you wish, you can put hg in a web server mode that makes the repository easily accessible over http.
- As opposed to SVN and CVS, it doesn't spread its metadata directories all over the repository. There's just one .hg directory in repository root.
I use it daily and love it!