[Disclaimer: I am a wxHaskell maintainer]
Both are stable and fairly complete GUI bindings, and you could choose either for most projects with confidence. Both have some degree of 'higher-level' Haskell bindings, but in both cases you will need to drop into rather imperative 'C' style coding to get things done. My impression is that wxHaskell allows you to spend a little more time in the higher-level bindings, but I've not done much GTK2HS, and in any event, you definitely find yourself working on the thin end of the wrapper for both libraries - and I think the overall programming 'complexity' is similar in both cases.
Therefore, let's take the basic functionality as a given and concentrate on the differences. Please note that I genuinely believe that GTK2HS is an excellent piece of work, and that you will be happy if you choose it. Most of what I say below is a personal take on the differences, and why I choose to work on and with wxHaskell myself.
GTK2HS has a larger team working on it, and is released more regularly. wxHaskell is not updated as frequently, but the core team is active, and there are regular bugfixes, but with major new functionality being added rather more slowly than we would like (we all have day jobs).
wxHaskell gives true native application appearance on all supported platforms out of the box. GTK2HS is, of course, native on Linux and has a pretty good native theme on Windows (i.e. good enough to satisfy all but pedants...), but has GTK look and feel on OSX, and depends on having X11 installed. I believe that an OSX 'native' GTK library is under development, but is considered relatively immature. Once this is stable, GTK2HS should be able to easily benefit from the same 'partially native' look and feel (e.g. GTK OSX screenshot).
wxHaskell is probably a little easier to build if you are not on Linux (GTK2HS is likely easier if you are Linux hosted), but both are pretty complex to build, to be honest, as there are a significant number of dependencies in both cases.
It is slightly easier (IMHO) to distribute applications based on wxHaskell, simply because it has fewer library dependencies. I distribute applications using mainly InnoSetup on Windows, and as App bundles on OSX. I would admit that with only a small amount of extra work, the same could be done with GTK2HS, so this is probably the weakest argument in favour of wxHaskell.
It is my personal opinion that wxHaskell is friendlier to closed source (e.g. commercial) developments. This is, of course, the subject of interminable flame wars, so I will only say that wxHaskell is under the wxWidgets license which unambiguously allows for closed source development. GTK2HS is LGPL, so you'll need to ask your lawyer - although I must make it clear that many people and companies have concluded that LGPL is compatible with commercial development; the lawyers at the company I work for have concluded that it is inappropriate for our projects.
I think that if Linux was my main development and delivery platform, I'd probably use GTK2HS. It isn't, however: I deliver mainly to Windows with occasional OSX, and I think wxHaskell is a better match to these platforms, although both options support all three platforms.
I hope this will help you with your choice.