I can’t help it, Mercurial is my favorite VCS right now for several reasons. I thought it might be helpful to post a list of resources that I’ve come across.
TortoiseHg - Download and install it! TortoiseHg adds an item to context menus in Windows Explorer. It also includes Mercurial.
Mercurial - The Mercurial website; contains lots of educational material.
Mercurial: The Definitive Guide - by Bryan O’Sullivan. For all of your nitty gritty HG needs.
HgInit - Joel Spolsky’s introduction to Mercurial, with a little reeducation for SVN users.
Hg Tip - Tips for beginner and advanced users alike.
TeamCity - A continuous integration build management system by JetBrains that Supports Mercurial. I tried this out recently, and configured it in parallel with VSS for a single project. When I ran it cold, Hg was 65% faster than VSS.