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In my experience wx apps look fairly broken in either environment.
Bear in mind that on linux the most widespread wxGTK libs are still tied to gtk1.x (no aliasing, no modern themes, no nothing), because wxGTK2 is still very buggy.
Besides, wx apps for the sake of "same code everywhere" do not use most of the things that make a gtk2 app good: no sizers (fixed size app, just like your average VB6 app), no native fileselector, dropdown and combos custom made and very strange, etc.
I use aMule (for example), but it is absolutely ugly.
Not to mention that writing an app in python+gtk is a lot easier.