WPF and Win Forms are similar - however WPF uses xaml for the UI. If you're wanting something a bit more "graphical" i would go with WPF as there is more flexibility with the UI.
WPF also contains some UI properties that Win Forms lacks - such as opacity of controls. When you say Silverlight, you probably mean to say WPF - as in browser silverlight has security implications and cannot be used to carry out many of the tasks that can be achived with WPF. (Modifying file systems without a dialog etc...)