Two authors to look at are Marco Cantu and Bob Swart.
Until Delphi 2005 and 2006, Marco wrote an all-encompassing books that tried to cover all of the features of the product. Beginning with Delphi 2007, this would have been a REALLY big book. He changed strategies and started concentrating on the large number of new features. He also started publishing through Lulu. There is a volume for Delphi 2009 available, and one in the works for Delphi 2010.
You'll find lots of reference material on Bob Swart's site, and he is also publishing several books and an impressive amount of his courseware through Lulu as well.
In both cases, you'll find lots of material on new features, how to use them and some problems you might run in to while upgrading.
The replays from CodeRage 4 are available, too, which you might also find useful.
Update: Just found this "hidden" link on Lulu: Getting Started with Delphi and C++ Builder 2009. You can get a printed copy, and it's available as a free download.
Update2: Marco Cantu's Delphi 2010 Handbook is now available.