Forget about VSS (Visual SourceSafe), too many people have had corruption issues, and afaik Microsoft doesn't even use it themselves.
Forget about CVS, it's old and outdated.
I have no experienec with Perforce, so can't speak about that, but I haven't really heard anything negative about it.
Personally I use subversion, which hasn't let me down, has been around long enough that it's stable & mature enough, and has decent performance (even across the internet). RE VisualSVN: Ankh
also offers VS SVN integration, and is free.
I'm interested in BZR
, but it's still too young for me to touch it.