new Windows 7 hides systray icons by default.
what is the recommended way to show information to users now?
I need to have a small clickable icon visible to user so user can access my "tool" anytime. Should I use the gadget to show my GUI instead? Can it communicate with my Delphi app somehow?
If your users really like your icon/application they can always choose to not hide your application.
The only difference is that only the user can choose which icon is shown, instead of every application claiming it's "real estate".
In my opinion this is a good functionality and if I were you I wouldn't change the application, just provide a first run GUI which explains how to make your tray icon visible in windows 7.
Without more information it's a little difficult to provide a recommendation.
However, I would imagine that a sufficiently important tool, the user would simply keep minimized. They could then use Jumplists to access quick functionality.
For example, Live Messenger uses this setup on Win7.
The entire reason why change was made, was to stop programs like yours. If you need to show information, go ahead and do so. But the notification areas ("systray") is not where shortcuts go. For that, you've got the start menu, desktop and/or the quick launch bar (and please let the user decide).