I'm using TFS for a few years now and without any real problems. Setting it up could be a bit tricky at first but when you have it al set up it will be running smoothly.
- Create an account for TFS (Azure nowadays)
- Create a project on your TFS webspace and make sure it's version control type is set to Team Foundation Version Control. Named it preferably the same as your application
- Open your application
- Choose >File>Version control>Add to VC-server and walk through the screens
I think this is about it.
You can also work the other way around, putting all XML's on your TFS-projects and then choose Open from server form within XPA, but that is slightly more tricky.
DON'T export your application, create a new one on TFS and then import it. This will take for ever for every program to check in (manually)