Perl/Tk is the most commonly used GUI API for Perl. It comes with a number of Perl installations by default (like ActiveState on windows).
Here is a simple toy application that should give you some idea about how to code for it, but there are some other tutorials around, I'm sure.
Haven't used the wx interface so I can't tell you how that compares. I also don't run windows so I can't tell you about the icons.
Hope that helps.
{NULE}
--
http://www.nule.org