Delphi components have CreateWnd and CreateWindowHandle (and DestroyWnd and DestroyWindowHandle). They're both intended to be overridden by descendants, right? And not intended to be called except by the underlying VCL implementation?
What's the difference between them; when should either of them be overridden?
CreateWnd first calls CreateParams, then calls CreateWindowHandle using the created Params. Generally, you'll override CreateWnd and CreateParams rather than CreateWindowHandle.
I hope this helps!
I'm sure that the final answer can only come from the people involved in the creation of the VCL (Allen?), but IMHO the virtual method with the least responsibility / which is lowest in the chain of calls should be overridden. That's why I have always overridden CreateParams() and CreateWindowHandle(). This looks like a good fit since they are both called by CreateWnd(), and both do only one special thing.
In the end it's probably a matter of preference.
Who does what:
CreateWnd is the general contractor that creates the fully formed window for a WinControl.
First, it has to set the required attributes for the WindowClass by calling CreateParams and making sure it is correctly registered.
Then it gets the window actually created, by calling CreateWindowHandle which returns the resulting Handle from the OS.
After that, we have a valid window able to process messages, and CreateWnd does the final grooming, adjusting different visual aspects like size, font, etc.
There is also later step done by CreateHandle, after CreateWnd is finished, to help the VCL in managing its windows (identification, parentage,...).
So far most of the answers here are pretty much on the mark and you would do well to heed their advice. However, there is a little more to this story. To your specific question about when you would override one or the other, I'll try and nutshell things a little bit.
CreateParams();
In general, most of the time all you really need to do is to override CreateParams(). If all you want to do is to subclass (remember Windows style "subclassing?" See Petzold's seminal work on Windows programming) an existing control class and wrap it up in a VCL control, you do this from CreateParams. You can also control what style bits are set and other various parameters. We've made the process of creating a "subclass" very easy. Just call CreateSubClass() from your CreateParams() method. See the core VCL controls for an example such as TCheckBox or TButton.
CreateWnd();
You would override this one if you need to do a little bit more with the window handle once it is created. For instance, if you have a control that is some kind of list, tree, or otherwise requires post-creation configuration, you'd do that here. Call the inherited CreateWnd, and when it returns (you know you have a valid handle if you return from CreateWnd because it will raise and exception if something went awry), just apply your extra magic. A common scenario is to take the data that is cached in an instance TStrings list and actually move it into the underlying window control. The TListBox is a classic example of this.
CreateWindowHandle();
I had to go refresh my memory on this one, but it seems this is one is rarely, if ever, overridden. In the few cases inside VCL itself, it appears that it is used to work around specific Windows version and locale oddities with some controls, such as the TEdit and TMemo. The other more clear-cut case is in TCustomForm itself. In this case it is there to support the old MDI (mutli-document interface) model. In this case MDI children cannot be created using the normal CreateWindowEx() API, you have to send a message to the MDI parent frame to actually create the handle. So the only reason to overide this method is if the actual process of creating the handle is done via a means completely different than the old tried-and-true CreateWindowEx().
I did notice that your question was merely asking about the creation process, but there are corresponding methods that are overridden in some cases for both handle destruction and the "voodoo" that sometimes surrounds handle recreation. But these are other topics that should be covered separately :-).