For learning .NET application development (the only way people should write apps on windows boxes without requirements otherwise), start with the excellent book CLR Via C# by Jeffrey Richter. Save the first couple chapters for later. You'll get everything you need to know about C# and the 2.0 CLR, which is the basis of all .NET application development (in C#, anyhow.)
Once you're done with that, look into Linq. Linq covers a number of different language feature updates that came in 3.0 and 3.5 versions of the framework and their associated language updates. With the basics + a good understanding of Linq, you'll be creating decent apps in no time.
Now, for which framework to use when constructing desktop apps: Winforms, or WPF.
If you're a web developer, throw that old winforms crap away and get with WPF. You'll feel much more comfortable with editing WPF forms in xaml than dealing with winforms.
The best thing about WPF is the amazing databinding support. In fact, the WPF version of MVC is based on the databinding support in WPF.
Check out the databinding cheat sheet, then learn about MVVM.