Its been a while since I used DelphiX, so I can't really comment on that. I can tell you that SDL performs well for me. I haven't had a problem with it yet, and it handles 3D, not just 2D. But it doesn't have the component concept like DelphiX ( yet ).

Also, if you use the JEDI-SDL libraries, you can just recompile your program for linux. There are very few changes you would have to make ( in many cases there are no changes ).