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I have been doing extensive WxPerl and PDK work for over a year. And I can't say that I am happy with the process.
When my GUI applications got more complicated, weird problems started to appear. For example,
using threads causes crashes when you join them;
If you use piped filehandles with open and you build your exe as a -gui app, pipe will not work in windows 7;
If you use WxHTMLWindow, PDK will not build the exe. You need to include Wx::Packager in BEGIN;
I can't easily upgrade or install WxPerl. Something always go wrong in my setup.
It took me a lot of time to figure out the solutions or get around the problems. And at some point I said to myself, why not leave these projects to the .NET folks. So there is some truth in the .NET comment made earlier.
BUT, this is Perl. As long as we have CPAN and the community, I cannot give up. (or give in to the dark side.)
Now, this is also a great node to mention Adobe AIR2. I'm planning to port my GUIs to AIR2 and use its native packager to create exes. Also I will build my Perl applications as command line exes (w/ PDK) and let AIR2 exe interact with them through its native process.