I haven't used PyGTK very much, so I can't comment on it. My last impression of GTK-on-Windows was that it wasn't very stable and didn't blend well with the Windows native look and feel, but that was a while ago and it has probably improved a great deal since then.
I use wxPython, doing my development on Linux while most of the users are on Windows. The documentation for wxPython is lame (as you pointed out, it requires a lot of translation from C++), however the wxPython demo app is WONDERFUL. It has great usage examples for all of the widgets, along with source code. PyGTK has a similar demo app (which appears to be an exact Python port of gtk-demo). wxPython does seem to have a richer widget set. One of the annoyances with wxPython is that there are many lingering traces of C++, for example the need to have ID numbers all over the place, and the ALL_CAPS_NAMES_FOR_CONSTANTS. Version 2.5 introduced some good pythonic syntax improvements, so make sure you get a recent version, and also make sure that whatever code examples you're learning from use the new syntax for event binding, etc. -- http://mail.python.org/mailman/listinfo/python-list