WinForms in Visual Studio is fast enough, but working with WPF and XAML certainly used to be painfully, painfully slow! Visual Studio would grind to a halt and memory usage would go through the roof.
In fairness, I haven't done any Windows desktop development for some time, so the XAML designer might be less crap nowadays.
Same applies to C++ Builder, which MS still hasn't been able to match. C++/CX was the closest we got on VS, but then politics killed it.