Before I start, lemme say that there is no "right" answer and there are really *lots* of options.
In addition to, or maybe before, you pick your language, I would pick a library or framework. Even if you're only gonna target Windows, I'd suggest staying away from MS-only technologies, especially if you're doing this as a learning experience. IMHO, the knowledge you learn will be more "robust" since it will be relevent in more places if you ever put it on your resume.
Personally, I like to design a FE like a game. That really gives you a lot of options visually. You'll want to think about if you need 3D or not. If so you'll want OpenGL. And even if you're doing 2D, you may want to look at OpenGL since you can do some pretty cool effects with it.
If I were to do Game Launcher from scratch, I'd evaluate the following:
- Allegro: A 2D game programming library, MAME uses it. Pros: portable between DOS, Windows, Linux (and soon OS X), full 2D h/w acceleration support, good sound support, many 3rd party libraries (for PNG, TTF, MP3). Cons: Poor OpenGL integration.
http://alleg.sourceforge.net/- SDL: A 2D and 3D library. Use in mulitimedia programs, and many commercial 3D games. I believe Unreal Tournament and Quake 3 used SDL, at least for their Linux ports. Pros: very portable (no DOS), full 2D and 3D h/w acceleration, excellent OpenGL integration, good 3rd party libraries. Cons: No DOS support
http://www.libsdl.org/These are both sort of low-level libraries in the sense that the are just graphics and sound. If you actually want to do a game, or game-like features, you need to write your own game engine. This is basically what I had to do for Game Launcher. Now a 3D game engine is a bit more work. I recently ran across this cool looking framework called Crystal Space:
http://crystal.sourceforge.net/drupal/node.php?title=FeaturesI don't know much about it, but the screen shots look way cool. And the fact that it can import 3D Studio Max files means you can go crazy with the 3D sprites.

Not sure how this would be useful to a front-end, but your imagination is the limit.
You'll notice that these are all C or C++. That's still the language of choice for game engines. That said there are bindings for other languages. Crystal Space, for example, has support for Python and Lua, so maybe you can do all your stuff in a scripting language, while letting the "core" be written in C/C++.
And if you just want to do some standard GUI work, I'd look into wxWindows:
http://www.wxwindows.org/The big advantage wxWindows has over stuff like Qt or Java is that it looks like a "real" Windows app since it uses the Win32 API. There are even some GUI building programs for it. Even though C++ is the native API for wxWindows, there is a binding to Python which is very popular:
http://www.wxpython.org/And I've actually been working on a Java binding at my job:
http://www.wx4j.org/but this stuff isn't quite that stable yet.

-Dave