Advice sought - Software development training

I have been employed in the last few years as a developer of Windows and Web applications using Delphi and SQL with SQL Server. I also have some HTML and CSS. I am currently looking for work, and find myself needing to retrain, as Delphi is very little used in my area (Hampshire, England). Last year I attended a 5 day course "An introduction to C#.NET programming", which gave me a useful starting point. I need to take this further, but am unsure which direction to take. Which way is the world going? Should I focus on Windows applications (Winforms, WPF) or on Web applications (ASP.NET)?
Alternatively, would I be better off learning Java?
Another option would be to learn about SSRS, SSIS, etc and go down the DBA route.
I know it is down to me at the end of the day, but any comments or suggestions would be welcome!

Reading on various blogs and forums, it looks like WPF, although a great idea when introduced, does not have such a bright future. WinForms is older, and 'traditional' Windows applications are not the way forward. I guess I should go the ASP.NET with C# route for now. There will be enough ASP.NET development going on out there to keep me going for a few years..