The way things are working these days is that all new development (on Windows) for the most part is .NET-based. There's really no good reason for it not to be given all of the advantages it has over native Win32 or MFC. But like DaveSimmons mentioned, there is a TON of legacy stuff out there that uses MFC and it's not going away anytime soon.
Obviously the more skills you have the better, but if you want to develop the new stuff, .NET is the way to go. Actually, let me rephrase a little. If you want any kind of future in Windows programming and are just starting out, learn .NET. There is really no option here. Your only option is whether you want to learn both MFC and .NET which never hurt anybody.
And of course all this comes with a caveat. If you're writing some super-critical performance oriented app and need to drop into assembly to get things done, sure consider Win32 but if you're writing normal apps like the rest of us, go .NET.
Oh and don't forget about those web technologies. You've got to stay on top of the industry.