There is no project so small, so trivial, that it is not worth you putting it into a Subversion repository. If it's worth your time to work on it, it's worth saving. Putting it in Subversion is a matter of a few statements, and you don't have to do any big fancy-shmancy server setup.

Let's assume you're working on Linux/Unix, and you have svn installed, which is pretty standard these days. Say you're working on a game called bongo, and you've just been keeping it in ~/bongo. Do this: 

# Create the Subversion repo
$ mkdir /svn
# Create the bongo repo
$ svnadmin create /svn/bongo
# Import bongo into its project
$ cd ~/bongo
$ svn import file:///svn/bongo -m'First import of bongo into Subversion'
# Move the original bongo directory out of the way,
# in case something goes wrong
$ mv ~/bongo ~/bongo-original
# Check out bongo from Subversion
svn co file:///svn/bongo

At this point, you'll have a checked-out version of bongo in ~/bongo, and you can make commits against it.

Ricardo Signes points out that Git makes it even easier. 

# Go to the bongo directory
$ cd ~/bongo
# Import bongo
$ git init

With Git, everything is put in your ~/.git directory, and you don't have to check out anything from the project.

Whatever route you choose, version control is so simple these days there's just no excuse not to do it. Your programming life will never be the same.