Well if you are looking for a component based library, JEDI-SDL isn't it.

Omega, UnDelphiX and Asphyre fall under this category. SDL is more for the advanced developer. I'm not saying that either of these other ones aren't any good. In fact they are pretty darn good. 2 of the top prize winners of the PGD Annual where using these libraries.

But if you want an alternative to DirectX or to support more than Windows then SDL is your best bet.

If you are feeling really advanced you could try GLScene, GLXtreme, Rage 3D Game Engine (by McCLaw of Sulaco) or the OpenGL/DirectX headers themselves (DelphiGL.com/Clootie).