Windows GUI: WPF or WinRT (2015+)

There's a lot here, but here goes:

• Is Windows Forms (Winforms) dead? No. Its still actively supported. That said, its a horrible technology to work in (at least once you know the magic of WPF)
• If you want to build a nice-looking, well designed desktop (classic, not Metro) app, WPF is the answer in pure .NET terms. You can use WinRT APIs (such as their socket classes) but you can't run them on OSs before Windows 8. The UI is still WPF.
• WinRT Apps are for the Windows 8 Store (they are also available in the Windows 10 Store). You can't use WPF here, or WinRT on the desktop, so where you deploy determines what you use. You are correct in your understanding of the languages/technologies available.
• Windows Phone 8 (now deprecated) uses a modified runtime of WinRT (this has changed in Windows 10). For Win8/WP8, you can use "Universal" apps to share most of the code between a standard WinRT app and a windows phone app.
• Windows 10 uses the Universal Windows Platform (UWP) which is based on WinRT. Code developed for Windows 10 can also be used on Xbox One, Windows 10 Mobile, and HoloLens. WPF is still for "standard" desktop apps.
• Xbox is tricky. XNA has gone away, and Microsoft seems to be going away from community created content for the platform. That said, Unity3D can deploy to Xbox, and I believe standard DirectX (C++) development works for it. Universal Windows Platform apps can also be deployed on the Xbox One, and this seems to be Microsoft's strategy going forward.
• As of 2021, WinUI 3 is a new UI framework that brings the UI framework of UWP to "desktop" apps. This technology will let you deploy to Windows 10 and 11. Existing XAML UWP apps can generally be easily ported to WinUI 3 by changing to the new namespace. If starting an application today, I would seriously consider going this route. It is part of the Windows App SDK.

As far as what to spend time on, that depends on what you are targeting :). Learning WPF/UWP + XAML will yield you a lot of benefits if you want to stay "current" in .NET GUI development, so thats what I would go for. WPF has the most features, so by starting there you just have to find workarounds for what is missing in UWP (or any other XAML based tech).

If you do that, make sure to learn the MVVM (Model-View-View Model) pattern. It works really well with the XAML based technologies, and allows you to share a lot of logic between your WPF and UWP applications. The same logic can also be used if you eventually develop Xamarin applications for iOS/Android, etc.

Note that for true game development, you'll want an actual game framework (like Unity3D or even XNA). You can do it in WPF, and that's a better choice than Winforms, but neither are really meant for games.

It's quite an old thread, but like I ran into this through google (out of interest), maybe someone else could reach here as well. This is a question that is asked again and again by new programers. So I'd like to answer few things as well, now that Windows 10 is officially released.

Firstly, one shouldn't start with Windows Forms anymore. It's most mature technology for now, but there won't be any further development of Windows Forms, it's only in maintenance stage now. WPF is actively developed (last I read). But now, the Windows Universal Apps (WinRT one) no longer need to be used in full screen, and can be used in windowed mode just like other desktop apps (WPF & WinForms). This increases their usability a lot on non-tablet computers. I believe this will be the future for desktop apps as well. Although, WPF softwares are the traditional desktop apps (with no permissions thing, only UAC). Either way, no matter you learn WPF or WinRT (using .Net) development, you'll end up learning both. They both are XAML + C# (or some other .Net language). I was just learning WPF when WinRT came out with Windows 8. I felt right at home, only few minor changes that you get used to very soon. Not sure about the MVVM scenario (data-binding) in WinRT though. I'm still learning that aspect of WPF myself.

Window 10 has just launched. Windows 8/8.1 didn't see as much success as Windows 7. So if you want to build an app that has a wider audience, you should go with WPF for now. But in near future, WinRT will be the way to go.

For your question, "which technologies should one use on Window 7, Window 8(Desktop and Metro), Window Phone, (And Windows 10!), and even x-box.", the single answer is Windows Universal Apps. This is the exact reason this framework was developed. One technology to be used to develop apps for all devices. Desktop, Tablet, Phones (including Android using Xamarin bundled with Visual Studio 2015), Xbox, and IoT (Internet of Things).

I will try to answer only one of your question:

Is Windows Forms is totally dead?

No, Windows forms technology is not dead. I will tell you why. WPF and XAML is very comprehensive and complex technology and you can build very nice UI. But! This technology requires deep knowledge. For basic layouts, you don't need so much knowledge, but for some advanced layouts you should have deep knowledge and when I started with this technology and spent lot of time searching some tips on google. So when I need some simple Forms for user input I am always choosing Windows Forms technology which is very simple and straightforward. This is also reason why this technology was very successful when come to the world. When you start with WPF you also need to know what is MVVM design pattern and some not experienced programmers are confused with that.

It's now April 2016 and there is still no clear answer to this. We are developing a very modern real-time performance monitoring desktop application that has to render multiple charts and displays, intermixed with text and various other graphics. Our application is C#, WPF with .NET Framework 4.5.2 but we are still writing some components using WinForms and GDI+ to get performance that is acceptable. We just haven't achieved it with WPF. We've even developed a couple of displays in the application with DirectX but that adds a lot of complexity that only a few of the team can support. The simplicity and pure speed we can get from hosting a WinForms display within WPF and speed of GDI+ gives us what we need at the expensive of the pure View/ViewModel structure along with have to deal with various airspace issues. Our application is pretty specialist and I'd love to get rid of WinForms altogether but unfortunately this is just not yet possible in our case. For pure performance you will need to go either DirectX or WinForms.