On Windows, I use TortoiseSVN (http://tortoisesvn.tigris.org) along with the default commandline client for some commands (eg svn status). Tortoise is really easy to use, although there's no client for svn 0.36 yet. On Linux, I only use the commandline client.
Have a look through the www.tigris.org site, home of svn. There is meant to be a linux release of Subclipse for Eclipse this week - its ready but needs packaged. This will allow Eclipse to manage the meaty parts of svn management - its in development.
RapidSVN is another cross platform gui but its a little hard to set up.
The cmd line client is the best for all platforms, it simply works. The guis are getting there and from comments i've heard tortoise for windows is great.