We have several libraries we can choose from:

Which should we use?

They all have their pros/cons

GDI is a C library, Windows only, hardware accelerated on Vista, semi-hardware accelerated pre-Vista
GDI+ is object oriented, portable (sorta), hardware accelerated on Vista, software accelerated pre-Vista
WPF is object oriented, not native C++, hardware accelerated on all supported platforms
Cairo is a C library, portable, hardware accelerated depending on implementation