May I suggest C++? I haven't programmed at all in Game Maker, nor C++ (I've done C), but C++ seems pretty awesome at this sort of stuff.
...OR YOU COULD ALWAYS DO IT IN JAVA!!!!...please disregard that.
JERVER? NO THNX
Hmm, about C++, if I use it which graphics library should I use?
How experienced are you?
Not very? Play with Allegro some to get a feel for things, and after making a few test examples, move up to
SDL. Make a few games in this, get a good feel for C++. Bored with that?
Direct3D10. This one's a !@#$% but if you did some other graphics stuff beforehand it won't blow your mind.
I'd recommend OpenGL but on the windows side its toast.
Also contrary to what everyone's saying, C# will take you a deal of time to learn if you haven't programmed before. Its easier to grasp than C++ though, so is Java. Only C# has practical application for the actual MAKING of a game. I personally suggest you go with GM and start learning some Java on the side, and then eventually learn C#/C++, that is if you like doing this stuff enough.