There is even Delphi 5 code available for download which should be working easily in BDS2006.
The main page can be found here. (Note I do not update this anymore, so it looks a bit odd now)
Some still up-to-date papers are:
- Object Oriented Programming in Delphi
- VCL Programming technics and examples
- Hooking an event handler
- Delphi and databases (BDE, but TDataSet is still around) (4 episodes)
I keep a permanent link to this papers on this blog.