We use Team Foundation Server for all our SC-goodness. With SSIS, Agent Jobs etc. we source control the files themselves (export, save & add to source control). I admittedly do very little on that side, so am not sure if there is a better way of doing it. IIRC the TFS integration for that side of source code control is pretty poor. Oh yeah - we were on the verge of getting Redgate Source Control to help us (not actually a source control, more a GUI integration to help use source control), but whilst I was on my sqlroadtrip the decision was overturned :-(
As @WilliamD wrote, we also use the TFS whenever possible for SSIS packages and also on some projects we use SVN with AnkhSVN plugin, which integrates SVN directly into the BIDS environment. (With SVN and AnkhSVN you have a nice fully integrated solution for version control inside BIDS for free). However for SSIS development there are tools which nicely integrates into the BIDS, it's more complicated for DTS. I have used SVN for one project with DTS packages, but DTS are not ideal files for version control as they are binary files so it's not possible to make some efficient visual diff etc.