I would stay away from ActionScript and the like, unless your true goal is to make a bunch of browser games. The Flash market seems to be quite different from all the rest of the games, so that's a decision you'll have to make.
If you're making desktop games, there's no doubt that C++ is the root of your choice. Now whether or not you program directly in C++ is up to you... The thing about C++ is that it gives you a lot of power (which is good), but it's up to you to make your code cross-platform. You'll find plenty of libraries for Windows game engines, or DirectX this, OpenGL that, but I find it most beneficial when you can write a game and deploy it on Macs, PCs, Linux, the works.
I recommend BlitzMax to get you started with game programming. It uses the simple/non-intimidating syntax of BASIC, but under the hood it's really just a wrapper around C++ and open source libraries. It's actually quite genius, and as you grow as a programmer and learn more about memory management and whatnot, you can essentially do whatever you want with it.
Check it out at
www.blitzmax.com. I'm writing a game write now in BlitzMax called Fantasy Hip Hop RPG. You can check out a video here
http://www.youtube.com/watch?v=NXZzfrUUX0g or at
www.fantasyhiphop.com/blog to see what's possible.