Hundreds of blogs have been written about the topic but I thought it would be worth re-visiting again.
A lot has changed in the last few years in the web world and has given some parity to the Windows vs Web app debate. I don't think there is a clear winner but probably scenarios where one might make sense over the other.
Deployment/Bug Fix process is one area I really think requires some consideration when choosing Windows vs.Web. If Debbie in Accounting has a problem with a screen that only she uses... in the Windows world I can give her a new executable (via Click Once or XCopy, etc) and she's good to go; nobody else impacted.
In the web world, a production fix could require all the users to get out of the system. If you're running a state-aware site... dropping in a new DLL will cause the sessions to restart. (Note this applies to changing the code behinds; you can change the ASPX pages.) To prevent this, you need a web application that is stateless (or uses cookies or some other method of storing information) so updates will not hose up everyone else.
Also web development tends to take longer than windows development because of the additional requirements such as security and optimizing performance.
Aside from that area, to me anyhow, there is a lot of similarities between the platforms.
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