You might also wanna share which development environment are you using and which platforms are you targeting. Delphi and Lazarus are quite different from one another especially regarding the compilers they use. And based on the compiler ti might be easier or harder to write a code that would make use of mentioned extended CPU features. Heck Delphi even has different compilers for different platforms.

Any way you should also bare in mind that it is possible that when you are using features that come with your development platform (included libraries) they might already be using some of CPU extended features if they are available. For instance when you compile 64 bit Windows application in Delphi many of included features already make use of SSE and SSE2 instruction sets.