It depends. Which language are you using? There are lots of different component toolkits on Linux and which one to choose partly depends on what language you're using, what environment you're developing for and what you want to make.
For example, there's GTK which has binding for most languages and integrates better into GNOME than KDE; there's Qt which also has bindings for multiple languages and integrates better into KDE. There's also Tk and others...