One that you don't host yourself. If your game is open source, I recommend going with public VCS hosting for the added piece of mind that comes from knowing your house could burn down and your work would not be lost. CodePlex, SourceForge, and Google Code are all fine choices. Personally, I use CodePlex. I can't speak to the others, but CodePlex natively supports Mercurial and Team Foundation Server (TFS). They also provide Subversion support via a SVN<->TFS bridge; in other words, if you use their TFS hosting option, you can use any SVN client instead of a TFS client. If your game is not open source, you still might consider using a "closed" VCS hosting service to get the same security.
Personally, I would recommend Mercurial, for the many reasons others have listed here. It also gives you a fallback measure should the host's (i.e. CodePlex's) servers ever get hit by a meteor: you will still have your local Mercurial repository and history. However, I am still using TFS and have had a great experience with it. While not a distributed VCS, TFS does have a nifty feature called 'shelve sets', which enables you to push ('shelve') changes to the server without actually checking them in. This gives you a means of "backing up" unfinished work without actually committing it, or sharing unfinished work with other team members (shelve sets are shareable).