In case you don't already know, a slightly outdated version of the Microsoft Foundation Class library (MFC) and Active Template Library (ATL) are included as part of Windows Driver Kit (WDK).
I have to admit that I hadn't realised until recently, thinking that you could only get these as part of a paid for copy of Visual Studio (that is, not the express editions).
Of course, you don't get the various wizards to help you manage your MFC and ATL projects, or a built-in resource editor, but it does allow you to implement programs using these libraries.
Of more interest (to me, at least) is that this opens up the possibility of using the Windows Template Library (WTL) -- which is built on top of ATL -- with Visual Studio express editions. If you like the Win32 API but would prefer to use classes, it is certainly worth a look.
Edit: I've added a small (?) example over the next three posts, so you can see what a basic WTL app looks like, for those of you who are interested.
Windows Template Library (WTL):
Using the Windows Template Library Part 1: Getting Started