Hi MSX,
I have used both DelphiX and JEDI-SDL and have not noticed any significant differences in speed. There will be some speed loss as it is yet another layer over DirectX, but I think the fact that it is so portable makes up for it.

Have you played with any of the demos that ship with JEDI-SDL?

If you look at the demos that I and various other developers have put together for the JEDI-SDL release ( v0.5 ) that was included with Delphi 7 and Kylix 3, you will see that you are able to compile and run all these demos ( both 2D and 3D ) under both Windows and Linux without changing one line of code. It is a straight recompile. If you have a look at the code to the demos and you will see that most of them have no {$IFDEF}s. The ones that do have {$IFDEF}s are the VCL/CLX demos that show how to mix SDL with Delphi/Kylix forms.