MapWinGIS is an Opensource SDK suite that sports an ActiveX Control that can run in Microsoft Windows.NET 2003, 2005, Visual Basic 6 environments. It has been used by some to create mapping applications in Microsoft Office products such as MS Excel and MS Access or Stand-alone .NET Windows apps. It also comes with numerous plugins including preliminary support for PostGIS. It has native support for Shape files, ECW and MrSID and other formats.

A tutorial on how to use it to develop desktop stand-alone apps can be found here. Using Map Win GIS.

We have not tried this tool ourself, but looks quite promising.