The short answer is, it depends on the version control systems in question, your role in the team your working on, and the policy of the company.
Some companies have very strict policies about what you can use, and you'll probably be stuck with whatever version control software is the company standard. At other shops you'll find that developers have a bit more flexibility, so if your tool of choice can interoperate well with whatever the standard version control system is, then you can use it.
It's important that, if you are using a DVCS to keep a local repository and then pulling/pushing code to a centralized version constrol system, you need to make sure you still commit regularly (keep in mind "regularly" for something like svn is still less often than with, e.g. git, but make sure you are committing your code fairly frequently- probably daily, at least weekly). You don't want to hoard a ton of changes in your local repository and then make massive commits out of the blue.
If you think your preferred VCS is really better for the teams needs than whatever you are currently using, then feel free to mention it and push (lightly) for the team to change. This will be most successful if you push for it before the start of a new release, or at the beginning of a new project. If the team is half-way through a release cycle then realistically anything more than just mentioning off hand that you like a difference VCS is likely to irritate your team members, since switching version control systems mid-project is a really bad idea irrespective of whatever VCS you happen to be using at the time.
From personal experience, at my current workplace before I started everything was based on subversion. Since I was hired to start up a new project, I mentioned that I liked git and suggested that we use the new project as a pilot to see if git would be a good fit for the rest of the company. I spent a lot of time mentoring other team members on how to use git, and gradually got them up to speed. In the mean time, when I needed to work on some of the older projects that were still in subversion, I just used svn and didn't make a fuss. By the time the project was done and everyone had had a chance to see the benefits of using a DVCS nobody was opposed to my using git-svn to interact with the old codebase.
If I'd started and simply insisted that everyone should switch to git, or insisted on using git locally for everything and complaining about having to interact with svn I would probably have had less success, since it would have come across less as "hey, here is this neat thing", and more like "I think less of you because you made a poor choice to use that tool".