It all depends on what you are looking for. Web based apps are a different model than win form apps, but I definitely would encourage you to explore both. Knowing the programming models of both can help you to approach problems in more efficient ways and come up with better solutions in the end.
On another note, winForms is a bit of a dying art. WPF is the new push and it has a more web-like model and feel to it, although they are not the same thing by any means.
As far as job opportunities go, you can find work in any of the areas, but if you want to progress your career, I would suggest learning it all. Plus, you'll be more marketable in the end by having a broader knowledge base to pull from for your potential employers.