Visual C++ Express + WTL. Both are free. WTL is a relatively good(1) windowing library. No wizards, though, and you have to have good understanding of the Win32 windowing system.
You can also use Visual C# Express along with Mono to build WinForms app. While the end result is not technically a standalone executable and requires a framework, Mono dlls can be distributed along your exe (2), so you can just have a single folder for xcopy deployment. (And I think on Windows with .Net installed, your exe will be run on .Net automatically)
- (1) I am spoiled by WPF. :-)
- (2) Read on the intertubes. I have not personally tried it, though.
