Personally, I think it depends on who is going to use the program in the end. If you are going to sell it as a commercial product, then Visual C++, Visual C# Visual Basic, etc, would be a better choise (believe it or not, Visual C++ generates the fastest executable out of all the compilers for Windows). If you are writing a quicky for yourself or a small number of users, then you could use the wxWidget package. I used it a while back, but gave up because of bugs in the package. I ended up writing GUI applications for Windows only in Visual Basic and Visual Basic .NET. :-)
in reply to Why GUI perl programs on Windows?
I know that activestate also has Visual Perl .NET, but I haven't used it. You could take a look at that option, of course.