Lazarus is crazy good, as is Delphi, if you can afford it. wxWidgets is also nice, without the licensing weirdness that is Qt.
wxWidgets is just a wrapper around existing UI libraries; win32 on Windows, and Gtk/Qt on *nix.
Lazarus is probably the easiest way to make a lean and fast native Windows app without paying for tooling.
wxWidgets is just a wrapper around existing UI libraries; win32 on Windows, and Gtk/Qt on *nix.