For a project I am working on I have to use Mercurial for version control. Mercurial, as opposed to CVS, SVN, GIT, etc., does not rely on a server-client model, and can be set up easily on a local system. It is written in python, is lightweight and portable, and so far seems to work fine.
To get started I read through the official introduction, then a little more advanced introduction, and I have the definitive guide around as a reference. For most things it is very similar to svn and git, at least for the very limited things I am using it for (no branching, forking, etc.).
Here is a hint on how to use Mercurial with Dropbox, which works great after some initial certificate issues.