The main Git installer for Windows is msysgit (SO question).
TortoiseGit is also a nice Windows integration (on top of msysgit).
You need to be aware of Git limits, particularly in term of Git repository (do not try to stuff every projects into one repo, unless you are building a “system”, i.e. something which can only run with all its parts/components.)
External code dependencies are best represented with submodules.
Same thing for vendor branches.
Note also that, in addition of GitExtension, you now can define Git projects in TFS (Q1 2013):
See “How can I push my existing Git repository to Team Foundation Service”: starting VS2012.2, yo have git commands directly from your IDE.