(Disclaimer: I am the wxHaskell maintainer)
Both wxHaskell and Gtk2Hs are more or less complete. That's to say, both wrap a great deal of the functionality provided by their underlying libraries. They also both, as mentioned earlier, require a rather 'imperative' style of programming in the IO monad.
There have been many discussions on the relative merits of each. I would say that wxHaskell is the easier of the two to get working, especially on Windows, as it can be installed via cabal (see http://www.haskell.org/haskellwiki/WxHaskell/Install#On_Windows)
The FRP frameworks (Grapefruit and others) provide a more 'functional' style of programming, at the cost of having much reduced widget coverage. I have the feeling that this is still an open research area, and not really ready for 'prime time'.
In practice, I've never had resource management issues with wxHaskell, although I agree that it's possible, and is an area handled better by Gtk2Hs, which uses reference counting in the underlying library.
For completeness, I should also mention that a Qt binding (QtHaskell?) also exists - it is relatively young, but apparently reasonably complete.
I rather feel that the Haskell community, small as it is, would do well to fix on one GUI framework, but accept the difficulty of this (e.g. licensing, support for all OS platforms etc.).