The only way to tell how slow forms are is to run them on a slow machine. It is very difficult to tell which is slower on a machine that is running at 3GHz. Very inefficient code will seem amazingly fast on a 3GHz machine. However, if you try it on a 400MHz machine, the cracks start to show.
Forms and ATL/WTL are two different concepts. Forms is based on containers and automatically readjust to the text. It basically flows like a web page. ATL/WTL is similar to MFC except that sometimes the parameters are switched round. It has a smaller footprint. XAML is just an MS variant of XUL which is used in Firefox n years earlier. The only difference is that there is a fancy GUI (Visual Studio) and it is all integrated with the help system.
It really depends on what you want to do. Just don't mix the technologies because it is an absolute nightmare to maintain.