I've tried Haskell Platform. I had a lot of path problems in trying to install gtk2hs - it wasn't always obvious where things were (nor that Stack came with its own mingw, so I got my own, and that caused more problems... eventually I wiped everything Haskell-related and started from scratch with Platform), and there's also a known problem with gtk2hs where you have to edit some cabal files to make installation work on Windows, so I would've had to do local installs. I think I got gtk2hs to install at one point, and even to compile their sample hello-world program, but trying to actually run it gave a litany of obscure errors. WxHaskell has an installer batch file, but it just spewed errors at me. I spent about a week trying to install various GUI libraries, and the only one I tried that I managed to get working was gi-gtk... which doesn't have system tray support.
I'm hoping to avoid C++ and Java, but if I have to bite that bullet, I will.