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.