SVN Clients

TortoiseSVN
The easiest program for Windows is TortoiseSVN, comparable to the TortoiseCVS CVS client. TortoiseSVN should work with all versions of Windows, but make sure you download the correct 32-bit or 64-bit version.

TortoiseSVN works with SVN files directly within Windows Explorer, including checking out, updating and committing files, viewing differences and creating and applying patches. TortoiseSVN is accessed in Explorer via a context menu when right-clicking over a file or folder. The current state of a file's or folder's synchronisation with the repository is displayed as an overlay on top of the standard Explorer icons.

If you need help using the program, try the TortoiseSVN FAQs or their mailing lists/Forums.

OS X
For a Mac SVN GUI client, you could try SCPlugin. There are also commercial alternatives such as Cornerstone or Versions.

Linux
For a Linux SVN GUI client, try RabbitVCS which is integrated with GNOME's Nautilus file manager. Other clients can be found too that work in GNOME, but most seem to slow down file navigation in Nautilus to some extent.

For KDE, you could try KDESvn.