If you're a one-man-band I would definitely recommend using a 'distributed' VCS (actually, I'd recommend one in all cases!). In most cases (well, the ones I've used - mercurial, git and bazaar) they don't require a server, so you can still do powerful revision control on local disks (however they can
be used with a server if needed).
Other systems like CVS (urgh!
) and SVN actually require a central server to operate, and can be tricky to set up and maintain. I used SVN for a long time (and still do for some projects, like Blender). It's very easy to understand conceptually, but has the server overhead. (I did find that merging sometimes wrecked the working-copy, but the better supporting tools/integrations that are now available and paying attention can avoid that).
I didn't notice any major differences between mercurial and bazaar, however git is a little different. I didn't get on very well with git, I found it's 'staging' area a little confusing (and unneccesary) as other systems don't have it. I also found that merging was a complete nightmare. (Again, better supporting tools/integration might have helped, but it was easier to move to something else).
IIRC I stopped using bazaar because I found it slow over a network, I didn't use it for very long. Also, not many projects in my areas of interest use it either.
Which leaves my favourite of the bunch so far... mercurial. The mercurial website has a guide to usage that should explain the basics: http://mercurial.selenic.com/guide/
Additionally, the integration of mercurial in eclipse (which I use for most tasks) is practically perfect, it makes push/pull/commit and merging very simple.