My personal favorite is WinForms, because there is no need to artificially complicate things for no reason. WPF has its place on Windows Phone, because it is forced on us. If you do something that’s not possible in WinForms, you are probably designing it wrong and not keeping it simple and clean.
But there is no reason to decide for either WPF or WinForms, really, the API should be completely agnostic.
Actually it should be possible to use the API even from a service or a DLL. If there is an object that encapsulates the whole API and uses events to transmit it should not matter if the programmer uses WinForms, WPF or no window at all.
Actually for what I am trying to do I would need to use the API from a plugin DLL that gets called from another app that I have no control over. So it would be very bad if I need a window handle, because I can’t get one.
And I will definitely not have any form open, so I vote for: NEITHER. 😛
If you just mean as a sample, use WinForms. Minimal samples are always better and WPF is an unnecessary complication.