OK, so I started with the easy stuff. Installing third-party components.
Raize Components - Check
TMS Component Pack - Check
ReportBuilder Enterprise/Server - Check
OK, these were easy because they were designed for Delphi 2009.
ODBCExpress - Oh. Well, according to its lead developer Pieter Myburg on the support newsgroup, "we have stopped active development of ODBCExpress, and we won't be porting it to future versions of Delphi ourselves".
The last support was for Delphi 2006 which, as I understand, compiles fine in Delphi 2007 as that was a non-breaking release. But not Delphi 2009, oh no. So if anyone out there has any experience with bringing this component set up to Delphi 2009, I would love to hear from you. Without this, we're stumped. It'd be a case of going back through 10 years of software and rewriting it to use dbExpress or ADOExpress. And I seriously don't think we can afford that time.
By the way, bearing in mind I have come from Delphi 6 and have only seen screenshots of the IDE from Delphi 2005 onwards, I really like the IDE. Although I seem to have less code editing space because of all the other (really very useful) palettes that surround it.