Hey Dirk. If you are searching for another graphics solution, why not try using OpenGL? JEDI-SDL with OpenGL is a great alternative to DelphiX.

You can also use OpenAL for audio. It's not too hard to code for either.

The best part about that is that you can go cross-platform later if you choose(use CLX instead of VCL if you are planning this for later) and OpenGL is supported just as well as DirectX is on Windows platforms plus all the other ones(Linux, FreeBSD, Mac OS).

Try going to http://sourceforge.net/projects/jedi-sdl/ and take a look.