The IDE is definitely a step up from Delphi 6 and/or Delphi 2006.
If Unicode is important to your customers then Delphi 2009/2010 is a clear option. But if Unicode is important to you, rather than your customers, then I'd be careful.
Unicode is not "free". If your users/customers have concerns w.r.t memory footprint and/or performance, and/or your application involves extensive string handling, then Unicode exacts a price that all your customers will have to pay, and for customers who are not themselves concerned with Unicode support, that price comes with zero benefit (to them).
Similarly if your application sits on top of a currently non-Unicode enabled database schema. Migrating existing databases from non-Unicode to Unicode is non-trivial, and if you have customers with large production databases, incurring downtime for those customers whilst they migrate their data stores is something you should consider carefully.
Also you will need to be very aware of any interfaces to external systems - your code will unilaterally "go Unicode", and that may adversely impact on external interfaces to other systems that are not.
In such cases you would do well to tie the transition to Unicode with other compelling feature improvements and benefits to make the transition compelling for other reasons.
Also, if you genuinely have customers with a real need for true Unicode, then the transition is not as simple as recompiling with the latest/greatest compiler and VCL. True Unicode support will involve a great deal more work in your application code than you might at first appreciate.
Of course, having a Unicode capable compiler/VCL is a crucial component, but it's not an answer on it's own.
The Unicode change has a significant impact on 3rd party components. Even if you have the source to your 3rd party code you may find yourself facing Unicode issues in that code unless the vendor has taken steps to update that code in a more current version. Most current vendor libraries are Unicode by now though I think, so unless you are using a library that is no longer supported by the vendor, you should be OK on that score.
I would also exercise caution when it comes to those "cool" language features such as generics. They sure do look cool, but they have some seriously limiting characteristics that you will run into outside of feature demonstrations and can result in maintenance and debugging difficulties as the experience of the community in working with them is limited, so "best practice" has yet to emerge and the tool support perhaps hasn't yet caught up with the uses to which those features are being put in actual code.
Having said ALL that.... Since you cannot realistically choose any version other than Delphi 2010 to upgrade to, then if you are going to upgrade at all then you have to bite the Unicode bullet and will find yourself presented with lots of tempting language features to tinker with and distract you. ;)
And now that Embarcadero are imposing a more draconian policy w.r.t qualifying upgrade products, you will have to get off of Delphi 2006 if you wish to qualify for upgrade pricing for Delphi 20*11* onward, whether you decide that 2010 is right for you or not, otherwise when the time comes to upgrade to Delphi 2011 you will find yourself treated as a new customer, and if you thought that upgrade pricing was steep, check out the new user license costs!