DelphiX is a bugger to set up in later Delphi versions, but it's a bit exceptional (it's not been updated for yonks, unlike the latest bunch of component sets). Have a look out for Omega (Bobby's work), Xcess GDK (Harry Hunt), PowerDraw (LifePower) or GameVision (JDS Games) in absolutely no order of preference at all. All of these kits do 2D and work in recent Delphi versions -- plus all the authors are members here, so you can pester them if you get into difficulty .

Anyway, I'd advise this: keep it simple. Get the thing out the door. Or, to put it another way: "Customisable sprites are planned for version 2 of the project. Elegant code is planned for version 20."