You really have a lot of GUI toolkits/frameworks to choose from: Qt, wxWidgets, GTK+/gtkmm, WinAPI, MFC, .NET WinForms/WPF... and those are only the popular ones.
Since you limit yourself to C++, I'd strike out .NET because C++ on .NET is intended to serve as a connection between the unmanaged and managed world. That doesn't mean you can't use it for other types of development, but given the awkward syntax and countless pitfalls I'd not go with it. Moreover, the WinForms code generator of VS puts the forms' code into the header file.. brrrr
As others have stated, WinAPI is written in C, very fast and powerful, but very low level and not easy to program/learn. MFC would be an option since it's written in C++, easier to use than WinAPI and also very powerful. However, it's pretty much obsolete (due to the presence of .NET, mostly).
I wouldn't recommend GTK+/gtkmm (a C++ wrapper for GTK+) for Windows since you don't get the native windows look, it's rather annoying to set up on your developer machine and it also drags around tons of dependencies that you have to install on the user machine. That's actually a pity because especially gtkmm has a very beautiful class hierarchy and design. Probably one of the best designed GUI libraries :)
That said, what would I recommend? Either Qt or wxWidgets. Both are written in (fairly modern) C++, actively developed, have a good library design, run multi-platform and offer lots of functionality. In any case, play around with a few of the libraries listed in the answers here and see which one lets you do the things you want to do most easily :)