Pick up Visual Studio Express (Visual C# Express) for starters:

http://www.microsoft.com/visualstudio/en-us/products/2010-ed...

If you have a .edu or other edu-type email address, sign up for the DreamSpark program and get a bunch of software for free at http://www.dreamspark.com.

Windows Forms is NOT deprecated, nor is WPF.

The good news is that you can jump in anywhere and the skills you learn will help you down the road. WinForm and, even moreso, WPF programming will help you if you wish to jump into Silverlight.

It's all the same crap and you'll be able to transition easily. I've been playing with WPF and Silverlight as of late. Perhaps you should start with WPF.

You can write your app in whatever today and it probably won't be deprecated for at least a decade, but in the current eco-system of WinForms/WPF/Silverlight it's pretty easy to transition code if you keep it clean.