I use SFML but it seems like I can't for the life of me create a decent menu/gui with it. Is there some high-level thing I can use with sfml/c++ to create my (in-game and out-game) menus easy and fast? To be honest, making menu systems seem really boring to me.
Qt provides a large API and a GUI-Designer
As you can probably imagine it is not just a Library but... yeah, a giant API you have to use but it is platform independend and really really good.
You might want to use their IDE (QtCreator) to use the GUI designer.
If you want to use Qt without the Qt IDE you'll have to use CMake to compile your project.