The VCS systems themselves (git, hg, and svn) can all run at your local machine without problem (other than you having to wrap your head around this way of working). They are just 1 or 2 command-line programs, that's all.

Obviously you won't have off-line storage, or easy sharing with friends (which you get with a hosting site). Just make backups of the repository, like you do with all your data that you like to keep across disk crashes and other hazards.

The hosting sites pretend they are crucial for using the VCS (and they are if you need an issue tracker, wiki, and web interface, or want collaborative development in some form).

Github has paid private projects afaik, but you may also want to try bitbucket, I don't know their requirements.

As said, for single person projects they don't add much other than safe storage and some web-based services.

If you just want to experiment with "remote repositories" (in git or hg), a local clone at your disk will work exactly the same, but a lot faster, as the bandwidth of a disk is higher than the bandwidth of the Internet :)

Yes, version control is on my list, but last time I checked I had to pay in order to have a private project and I kind of didn't like it, that's why I don't use it. Need to check again if some guys offer free private projects. Thanks for the suggestion.

BitBucket, GitLab, and Visual Studio Online are three examples of VCS services that offer free private repos. I primarily used BitBicket though recently started migrating to GitLab for this reason (GitLab has better continuous integration tools for Windows developers). You can also install your own VCS server if you have a VM or box somewhere that you trust, or as a previous commentator stated you can just use a VCS like Git locally without any server at all (using it for history and change tracking without the offsite backup or sharing capabilities).

Even if you did have to use GitHub and pay (you don't) I'd consider it pretty foolish to not just pay. $7/mo is the price of one-two drinks at Starbucks per month and provides you an awful lot more benefit.