I initially struggled with Git on Windows (TortoiseGit was buggy and I'm not a fan of command line) and passed it up for Hg. I took a look back in April (since I liked where GitHub & Bitbucket were going whereas the equivalents for Hg were not as impressive) and since then I've been using GitExtensions + the Git Source Control Provider for Visual Studio with zero issues and have thoroughly enjoyed the experience.
Sounds like we had similar experiences. I went to HG but then gave Git another attempt because I didn't like feeling defeated. I've since been using TortoiseGit and it's OK.
I've heard of that VS Git extension before. Maybe it's time I give it a go.