Excellent question.
I've been developing my application for over 10 years, starting with Delphi 2, 3 and then 4 and then staying there and waiting many years to upgrade to Delphi 2009 because Unicode was a must. I'll upgrade again when the 64 bit version comes out.
So I've run the gamut of Operating Systems: Windows 98, Windows 2000, XP, Vista and now 7. Each breaks your UI somewhat, but Delphi has been pretty good about it. At some point in time, you have to decide you cannot support the older OS's anymore, and moving to Unicode finally cut out Windows 98 from my supported list.
Generally, I've found that core Delphi gives you the best UI support. Some third party packages may appear to provide more, but their inconsistencies are worse problems than their benefits might be. Minimize other packages where you can.
The one UI goal I've had is to go for the Windows Vista Logo Program, and more recently the Windows 7 program, and Microsoft does provide a lot of information on what the standards should be that relate the your conditions 1 to 7 in your question. But getting a Delphi program to use a manifest and go through Microsoft's hoops was in the end, not worth the hassle and cost to me, especially since my non-compliant program worked just fine on Vista and 7.
Keeping my program running and keeping the UI looking the same on Windows XP, Vista and 7 when I am developing on a 64-bit Vista machine means I use Microsoft Virtual Machine when I need to. I have been told my program also works on Wine, so that's another test machine.
Now answering your questions:
a) Does Delphi 2010 bring anything new to the table to help with this situation?
Yes. Every version adds new VCL components that have been added to the new OS's. e.g. Windows 7's new UI's have been added.
b) Should we pick an aftermarket component suite and rely on them to solve all these problems?, and c) Should we go with an aftermarket skinning engine?
As I said above, I think its better to do it in Delphi itself than in a 3rd party package.
d) Perhaps a more html type gui is the way to go. Can we make a relatively complex gui app with html that doesn't require using a browser? (prefer to keep it form based)
My application is like a Word Processor with Rich Text. I've looked at HTML-based editor suites and there are a few, but I don't think its the way to go for a desktop application. If you want a web-based application, you would be better off with .NET and Prism.
e) Should we just knuckle down and code through each one of these scenarios and quit bitching about it?
Upgrade to Delphi 2010 first. You'll find Delphi itself will handle most of those situations for you.
f) And finally, how in the world are we supposed to test all these conditions?
Doing it yourself is a big task, even with virtual machines. What you've got to do is have an open Beta and get as many different users in different environments to test your program for you. Then you'll handle all the environments that are most important to your users.
Now, if you think getting user interface compatibility in different Windows environments is tough, just wait until Embarcadero comes up with their version of Delphi that will compile for the Mac. Your current UI worries will seem trivial by comparison to what it will then become.