Programming Windows(r) with C# (Core Reference) by Charles Petzold
This is an excellent book for both Windows Forms and GDI+. As the title suggests it is oriented towards C# programmers. VB programmers should have no trouble following along. Petzold writes lucid prose.
Update: There is a VB.NET version of this book available now. Programming Microsoft Windows with Microsoft Visual Basic .NET (Core Reference). ISBN: 0735617996.