As to the databinding, I find that WPF has more upfront work in databinding, in that you actually have to write some code, but that it's a lot more flexible in the long run. When I used to write winforms, I usually ended up with a lot of business logic embedded in hooks. It was a mess and was hard to reason about.
however, Mono supports WinForms on all platforms, and is able to compile everything into one standalone EXE. to be honest, i have not tried either, so i cannot say much about how that works in practice. from my experience with Mono, it can be dangerous. every now and then a new version breaks threading, causing mysterious pauses or crashes, and i've read (i think a text by Ayende) that the GC can also be buggy. but for the stuff that Delphi was good at, for smaller RAD apps, it might be worth a try.