Wxwidgets uses the underlying platform to draw widgets (GTK under Linux, MFC under Windows...), so not only it looks native, but it is!
Edit - For Mac, wxWidgets uses Carbon, and is currently transitioning to Cocoa for 3.0.
Edit2 - I did not use QT myself, but people around me that used it liked it a lot. On the QT application that I've used under Windows, I have felt less native, with somewhat poorer integration with the desktop, but it could just be a reflexion of these particular developers skills.
Although wxWidgets has its quirks (somewhat poor integration on the STL, MFC-like events, sometimes hard to grasp box options, limited wxGrid...), they are being worked on, and the system is getting better and better (the new wxAUI docking widgets are awesome).
Finally, wxWidgets has been remarquably good at staying off my way when I did not need it, allowing me to use it precisely for what I wanted and nothing more. I was for example able to plug extremely easily my own socket code into the event system.
My feeling is that wxWidgets and QT are pretty much comparable, and going to one or the other will be mainly about personnal fit.