We just finished switching from Microsoft Visual Source Safe to Subversion and wow! what a difference! The TortoiseSVN interface for Subversion integrates right into Windows Explorer. There is also AnkhSVN for Visual Studio integration. My favorite thing about Subversion vs. Visual Source Safe so far is the ability for multiple people to edit files simultaneously using the copy-modify-merge solution (more on this at http://svnbook.red-bean.com/en/1.0/ch02s02.html#svn-ch-2-sect-2.3). Another great feature is that branching and tagging are extremely fast, no matter what the size (see “Cheap Copies” at http://svnbook.red-bean.com/en/1.0/ch04s02.html#svn-ch-4-dia-3).
Finally, having an easy-to-parse command line interface makes automating Subversion very easy. I use FinalBuilder 3 to do a lot of automation and creating a new action in the ActionStudio to get the HEAD revision number from Subversion was easy (FinalBuilder 3 has excellent support for Subversion out-of-the-box, but it was missing this one thing).
If you are looking for a version control system, be sure check out Subversion.