Asking what source control system to use is a bit like asking which text editor is best
So, here are some personal opinions:
SourceForge is okay, but has problems. The biggest problem is that SourceForge servers can be very slow -- and check-ins take time to propagate, sometimes over 24 hours. A second (much lesser) problem is that SourceForge uses CVS as a back-end. CVS is starting to show its age a little, but for small projects (like for 8-bit code) is probably adequate. SourceForge does have the benefit of being public, making it easily shared across lots of people (once a project is approved).
As a backend, I prefer
subversion to CVS. Subversion handles binary data natively, which is good for storing all the bitmaps, character fonts, etc. I use a subversion server set up in my basement for personal projects... It is not too difficult to set up a personal server, but sharing with multiple people in the outside world involves more effort...