I am confused with your question.
Your question:
MFC or native C/C++ coding?
I believe by "native C/C++" you meant the raw Win32 API. I have always considered MFC and Win32 to be native and .Net to be managed. I guess you haven't learned neither MFC nor Win32. So I advice you to first learn the Win32 API first and move onto MFC. Then you will understand which is better for a given purpose.
If you learn Win32 API first, moving onto MFC will be very very easy. This way you will understand more about how an OS works.
This is a great book to learn the Win32 API.