Last week I gave a full day workshop on Delphi programming for Vista ( which I can repeat for your company, in case you are interested), trying to figure out all of the problems that Delphi applications can bump into for the new version of the Windows operating system. The main issues relate with the way the system displays a miniature of the main form as you tab between forms (something Delphi's global application window doesn't help with), the use of new user interface elements (TaskDialogs, new common controls, new styles, a new system font...), and the limited permissions applications have to save files in various locations of the file system.
There is already quite a lot of Delphi for Vista documentation out there (with the Developer Network Vista page as a good starting point), and I might publish also my material when it is finished.
A related issue is with databases. During the seminar, we tried starting InterBase (I think I had InterBase 7.5 installed along with Delphi 2006), with no success. I've now seen why in this blog entry by Fredrik Haglung. After that, we tried installing FireBird 2.0 instead (as I wanted to test a Delphi client/server application on Vista) and the process was very smooth.
Not everyone is happy with Vista, in particular because it seems to talk a little too much with Redmond's servers. The FSF is actually starting a BadVista campaign. I have to say there are a few non-tecnical issues I don't like... but that's a separate story.