I've personally had good experiences with TortoiseHg. It also installs the hg command-line system, so you can drop down into that if you need to (or if you prefer doing version control on the command line). There are a few quirks in the interface, but overall it's very solid (and if you use the revision graph view it looks great). Mercurial's Subversion import is also fantastic.
You can even work with Git repositories using the hg-git extension for Mercurial, as CAD bloke mentions.
