Yes, I've installed a gitlab for my company and I'm extremely happy with it, I feel like I've much more control: authentication, authorization, how our projects are organised, etc. We are currently using both private repos on github and gitlab on aws.

Regarding mercurial, I used it a lot and hosted lot of things on bitbucket 4 years ago, but now I use git a lot more, just because it is what most of the libraries and opensource projects I use are using.