WPF is a more modern technology than Winforms. It has better layout handling through the XAML code and allows for more advanced GUI patterns such as MVVM (Model View View-Model) built on databinding.
If you start out fresh I would suggest going for WPF directly. Stay out of the databinding and MVVM to start with and just put your code in the code behind file.
WCF is Windows Communication Foundations which is not directly related to GUI programming, although many client applications written in WPF or Winforms uses WCF for communication.