Easiest way to build a cross-platform application

Do not go the first way. You'll encounter a lot of problems that are already solved for you by numerous tools.

Qt is an excellent choice if you definitely want C++. In fact, it will speed up development even if you aren't familiar with it, as it has excellent documentation and is easy to use. The good part about it is that it isn't just a GUI framework, but also networking, XML, I/O and lots of other stuff you'll probably need.

If not necessary C++, I'd go with Java. C++ is far too low level language for most applications. Debugging memory management and corrupt stacks can be a nightmare.

To your edited question:

• The obvious one: Java has garbage collection, C++ doesn't. It means no memory leaks in Java (unless you count possible bugs in JVM), no need to worry about dangling pointers and such.
• Another obvious one: it is extremely easy to use platform-dependent code in C++ using #ifdefs. In Java it is a real pain. There is JNI but it isn't easy to use at all.
• Java has very extensive support of exceptions. While C++ has exceptions too, Qt doesn't use them, and some things that generate exceptions in Java will leave you with corrupt memory and crashes in C++ (think buffer overflows).
• "Write once, run everywhere." Recompiling C++ program for many platforms can be daunting. Java programs don't need to be recompiled.
• It is open to debate, but I think Java has more extensive and well-defined library. The abstraction level is generally higher, the interfaces are cleaner. And it supports more useful things, like XML schemas and such. I can't think of a feature that is present in Qt, but absent in Java. Maybe multimedia or something, I'm not sure.
• Both languages are very fast nowadays, so performance is usually not an issue, but Java can be a real memory hog. Not extremely important on modern hardware too, but still.
• The least obvious one: C++ can be more portable than Java. One example is FreeBSD OS which had very poor support for Java some time ago (don't know if it is still the case). C++/Qt works perfectly there. If you plan on supporting a wide range of Unix systems, C++ may be a better choice.

I'd go with the QT (or some other framework) option. If you went with the first you'd find it considerably harder. After all, you have to know what to put into the various conditionally compiled sections for all the platforms you're targeting.

Use Java. As much bashing as it gets/used to get, it's the best thing to get stuff working across any platform. Sure, you will still need to handle external OS related functions you may be using, but it's much better than using anything else.

Apart from Java, there are a few things you can run on the JVM - JRuby, Jython, Scala come to mind.

You could also write with the scripting languages directly( Ruby, Python, etc ).

C/C++ is best left for applications that demand complete memory control and high controllability.

I would suggest using a technology designed for cross-platform application development. Here are two technologies I know of that -- as long as you read the documentation and use the features properly -- you can build the application to run on all 3 platforms:

• Java
• XULRunner (Mozilla's Development Platform)

Of course, there is always the web. I mostly use web applications not just for their portability, but also because they run on my Windows PC, my Ubuntu computer, and my Mac.

We mainly build web applications because the web is the future. Local applications are viewed in my organization as mostly outdated, unless there is of course some feature or technology the web doesn't yet support that holds that application back from being fully web-based.