Given that you are in the Microsoft world, and given that you are most likely looking at something like DVCS due to the distributed command between Git and Mercurial, I would go with Mercurial, as it supports Microsoft a bit better.
The disadvantage is that integration with Studio simply does not exist (there are some third-party options, but none of them I personally worked with).
, TFS () , , -, VPN, .. ( VPN .. - TFS ). , MS DVCS - .