Without knowing what functionality you intend (i.e. if it's even practical/reasonable for a web app - lets skip that and assume it could work for either environ

Without knowing what functionality you intend (i.e. if it's even practical/reasonable for a web app - lets skip that and assume it could work for either environment), if you can see people in your segment will pay for desktop apps on whichever platform(s) you intend to support, I'd say try that approach. Given your specific goals, a desktop app seems like the obvious choice to me - the only difference might be, if it's a multi-user app (let's say its an app to vote on the colour scheme for an office renovation), you could also go the 'appliance' route, and build it as a web app, but distribute it as a VM image that customers run on their own hardware.