So I haven't really got any further yet because I'm waiting to hear back from the author of ODBCExpress whether or not he will look to upgrade the packages for Delphi 2009. He's emailed to say he is "looking into it". From the newsgroup I can see I'm not the only one crossing my fingers.
If he doesn't then D2009 will be put on hold while I port 10 years of software to another database connectivity tool, so I can even open it in D2009. If he does, well then we'll be all set for moving onwards.
After I posted about having less screen real-estate, I found that using the push-pins gave me my entire screen. Nice touch. Those palettes now float into view if I need them, otherwise they float away. Very nice.