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It depends upon your language of choice; I'd advise you to use a well known and well supported cross-platform GUI toolkit (by order of personal recommendation):
by wazoox 14y ago
It depends upon your language of choice; I'd advise you to use a well known and well supported cross-platform GUI toolkit (by order of personal recommendation): WxWidgets, Qt, Gtk, Tk, GNUStep,Fltk ... It largely depends upon your familiarity with the toolkit, the quality of available bindings for your language of choice, and the importance (or not) of having a nice GUI, following more or less closely the host system visual guidelines.
Generally I'd naturally go for WxWidgets, which is mature, relatively easy to use, provides bindings for about any language in common use, and gives a good look-and-feel and OS integration on Windows, Mac OS X and Gnome/KDE desktops.
Many people (more often Apple purists) will pretend that cross-platform toolkits are ugly and don't fit well anywhere. That's blatant nonsense, IMO; nowadays in fact it's quite the opposite, even the old cranky Tk can be made decent-looking without much work (but good knowledge of its internals).
Java applets are a real problem mostly on windows, because windows hasn't come with Java pre-installed for a very long time; the JRE is a complete PITA to manage (long, slow updates about each time you need it...), then Java desktop apps have pretty horrible startup time and heavy memory usage. Python, or Perl, or even C/C++/ObjC are probably saner and easier choices overall.