Version control is a must-have for any code. I never bothered in the past and there were certainly times when I regretted not being able to grab an old version of the code after something went hideously wrong. I would now use it for everything, and I recommend everyone does.
I personally use Subversion. With tools like TortoiseSVN for Windows making managing your working copy really easy, with a clean graphical interface, you have no excuses any more!
These articles are going to deal with the server-side of setting up Subversion, rather than day-to-day use of Subversion with your code. It's a few bits of cleverness I've come across that have really helped me out.