We've had a lot of people tell us that they're using Git on Windows with msysgit. It provides everything you need to be productive with Git and the install procedure is pretty slick. There's always room for improvement and a TortoiseGit [1] is in the works too, though still quite alpha.
Ahh, that's a bit of a problem. That was something I was intending on using. But I'll still check it out and hope for msysgit to improve in the future.
[1] http://code.google.com/p/tortoisegit/