SDL is pretty good, so is DirectX... I prefer to do most of the stuff myself, however SDL comes fully equiped with all things you could wish for!

But look out for the Basilisk Engine (DGDev Team) it's going to blow DelphiX away! It'll probably arrive in time for next years contest!

Personally I dislike the VCL components for gaming, it just takes up a lot of space and if you write the intialisation code for DirectX, SDL or whatever once you can use it over and over again!


EDIT : Just for the record the Basilisk engine is not going to be VCL!