Since you are already familiar with C and C++ I would recommend learning how to write a simple Windows GUI app using Charles Petzold's book. It will give you the fundamental understanding of how Windows works. It's good to understand that most everything that you see is a window (a button is a window for example) and that these windows respond to messages. I wouldnt' spend a lot of time on this though and you don't necessarily need to do this first if you are going to chose WPF. I just think it's good to have a basic understanding of this.
There was a good podcast recently on .Net Rocks called "Kate Gregory Develops in C++ for Vista!" on there she recommends that someone starting out now should not use/learn MFC (even though it has been recently updated).
As far as getting ready for the future you need to learn WPF, but it isn't complete yet, so depending on the kinds of client side apps you want to create, you will probably need to learn WinForms. The majority of people aren't using WPF yet, so it's a good time to start learning. I think you will find it easier using C# to learn it instead of doing managed code with C++.
