I would look into C# .NET development and its WinForms API. It's much easier to program GUI desktop apps for Windows with that than with the Win32 API. You can always ease into Win32 API stuff later, if it's still relevant.
For cross-platform solutions, look into Gtk+, perhaps PyGtk. Another good one is WxWidgets.
If you want to get really funky, check out Shoes for Ruby.
