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Nope, MFC does not come with the Express version.
To further add, I think MFC is wonderful. Even if just a simple wrapper, it takes away so much pain, for example, by providing overloads that actually works instead of filling in stupid structs and fields to specify what you selected inside the struct and getting frustrated whenever it doesn't work.
No, it's not perfect, but it's great over Win32. That's how I've always felt.
Another vote for Qt. I am learning it just now. Love the object-oriented aspect of it. Followed through the basic tutorial easily in 10 hours or so. Not that difficult. The SIGNAL and SLOT mechanism is a bit mind twisting at first, but I got used to it. I don't have much C++ experience, just ~2 years of self learning.
The license thing (your code has to be under the GPL, or you need to pay for a commercial license) may be a problem if you intend to write proprietary (closed source) programs. For me, GPL is all I care about anyways :), at least for now.