A lot of the elements of the Windows style (Windows Vista in particular) do not look very good on a High DPI display. I've tested this using Qt 5.6 (from November 10, 2015) on Windows 10. I don't have a High DPI monitor so I'm having the OS simulate a high DPI display by opening the Display control panel, selecting the "set a custom scaling level" link, setting to 200% (or 150%), clicking OK, then clicking Apply, and then logging out and back in.
Note that I get much better results using this method than by setting the QT_SCALE_FACTOR environment variable to 2. Apparently the Windows style doesn't support scaling, so this isn't surprising.
In my application, I am making the following call before the QApplication object is constructed:
I've attached a screen shot of the qtbase/examples/widgets/styles/styles.pro example using Windows Vista style. Note that before compiling the example, I added the call to QApplication::setAttribute(Qt::AA_EnableHighDpiScaling).
The screen shot also shows a few other elements I noticed don't look very good but which were not used in the styles example.
NOTE: I recommend that you download the attached screenshot and view it on Windows at full resolution. Otherwise it's hard to see how pixelated some of the images are.