I have considered learning things like C,C++ and C# but i do not know which one to start with, many have recommended to start with C or C++.
If you want ease and speed, you want C#.
If you want freedom and power, you want C++.
If you want to wish that you'd instead stabbed yourself in the eye with a plastic funnel and poured a gallon of hydrofluoric acid into your skull, you want C. (C isn't easily replaced in some cases, but if you need to ask about C, then you need to stay away from C.)
Autohotkey is incredibly fast to write in many ways. You can do things in AHK that would take you 5x as long in C# or 10x as long in C++. I've seen guys here post AHK code for problems and it's short, as in very short. I think about how long that would take me in C# or C++, and there's just no comparison.
I don't use AHK, so you should ask around for more info there. I don't know its real limits, or if it has any.
I mainly code in C# because I'm lazy and am only interested in getting the job done, and C# is good enough.
Different languages have different strengths and weaknesses. People will argue forever about this and that, but at the end of the day, the absolute 100% guaranteed #1 best language to use
is the one that you are comfortable with and that you can get the job done with. Even if it's Eiffel or Scala or F# or Lisp.
Since you already know PHP, VB.NET, and Java, you might want to stick with one of those.
But, since you know VB.NET and Java, I'd say run with C# as you'll feel very much at home and you'll have world class tools at your fingertips for zero effort. Your learning curve there will be near zero as well.
So I want to be able to make applications and auto bots (I want to make software that do some tasks for me without me having to do much, e.g copy and paste this here, take out these sections, then replace this etc... or click here then click here, that sort of thing) while I am also interested in applications which have a GUI and have multiple features.
Check this out:http://www.codeproject.com/
Absolutely one of the best sites like it out there, if not the best. (I don't know of anything better.)
Just search for what you want to do and it's likely that you'll find something similar or something that does a part of what you want to do. Search specifically though with specific tasks, e.g. "how to pan an image through a view port" or "how to make a browser".