I would definitely recommend Tk. It works well on both Windows and Linux, and there's an ActiveState PPM for Tk.
Also, as others mentioned, Tk is a standalone module. You just install Tk and you have a working GUI toolkit. Wx and Gtk are both thin wrappers over external libraries, so you'll need to install either wxWindows or Gtk to make them work.
Take a look at this node for more information.
The computer can't tell you the emotional story. It can give you the exact mathematical design, but what's missing is the eyebrows. - Frank Zappa