If you want visual effects, then go with WPF, it's built for it. Be aware however that WPF won't run on version of Windows below XP SP2 and that it demand a decent graphic card.
For more information about WPF, you can take a look here
http://stackoverflow.com/questions/tagged/wpf>I looked at the link which Craig referenced; looks pretty cool, frankly and I know customers who might very well want such visual effects on their forms. So, I suppose regular WinForms won't do those things at all, or just not as easily?