Honestly, I've struggled in moving from SVN/TFS to GIT, but it's been worthwhile.. having local branching, and being able to work locally is great. I can't really compare this to hg, as I haven't worked with mercurial at all.
The company I work for has moved a lot of its' development to a github enterprise deployment, and it's been interesting. I like git extensions for windows, though it's a bit rough around the edges. It's also a bit limited in terms of VS integration, but I can manage. I think that Tortoise + Ankh was a better combination overall in terms of the polish of the tooling, over what git currently offers.
I tend to now work with a few console windows open, and have been using the command line much more.