For Python, wxPython is good. Dropbox desktop clients are written in it, IIRC, and so are many other apps. Take a look at the demos in the Docs and Demos (separate EXE) that you can download from the wxPython site. Pretty good and gives an idea of wxPython's capabilities. For C++, wxWidgets (which wxPython is a wrapper for) or Qt should be good. Andy Brice, mentioned as a desktop product ISV in this thread, uses C++ and Qt and deploys to more than one desktop platform. IIRC Skype desktop was written in Qt.

There are also other GUI toolkit choices which are less mainstream and some may be less stable/documented/maintained.

Edit to add: Don't know about PyQt which is a wrapper for Qt, like wxPython is for wxWidgets.