I found a nice blog post by Andy Brice titled Choosing a development stack for desktop Windows applications, that only mentions Delphi but has several good points in general. The author spends a long time explaining why .NET is not the best solutions for small desktop applications, as you are never sure the target machine will have the correct version of the framework, which is also growing in size.

When trying to pick the best-of-breed tool he ignores Delphi mostly because of lack of confidence with CodeGear, but my impression is that he has never really used Delphi... experience with the product might have led to a different decision. Notice that in the comments a few readers mentioned they use Delphi and are happy with it. The blog author instead highlights C++ based alternatives (bashing MFC), and seems to be looking for a cross-platform solution.

What I don't get is people crying foul for not using .NET, saying that is saves to much time because it has a great library. Granted, .NET has lot of classes and components, but the VCL (and probably other libraries like Qt) are not second to it. Features like Actions of the VCL are still not part of WinForms (the last time I checked) and can make a difference. Claiming if you don't use .net you have to write more code seems childish to me.