First off, it depends on which OS you are using. Windows? C# is the language to go.VB? forget it. For other platforms, it's a bit complicated.
Secondly, it depends on which library you are going to use. These days, you don't have to start from drawing a pixel, a line, a circle, ...etc. You always start using functions provided in some libraries. You're dealing with widgets, not points, lines, etc. So, the library you use decides what language you should use. Examples? QT uses C++, GTK uses C, Motif uses C, OpenLook uses C, ...etc. You might say, "well, you can run gtk-based software in a qt-based environment.". Yes, you can, but you have to install a bunch of GTK runtime libraries before you applications can start. That's not natural, is it?
If you want something for all platforms, use JAVA. It's designed to do that. But, it's slow and ugly. I always have a strange feeling about JAVA. I can smell curry in it. ;P