I\'m using delphi for years, but never for database stuff, but recently started researching and testing.
I must say, i\'m impressed, most of things happens automatically
I'd say to go with Firebird - is the most used database engine in the Delphi land (see here). For connectivity perhaps is better to go with Zeos (free) or DBX (if you can afford the Architect version - the only one who has the Firebird driver in it).
About ADO: Mature connectivity layer but it will be (forever - most probably) tied to Windows while Delphi will go cross-platform. Also, yes, it tend to be the slower one because of many reasons, including the ODBC drivers which are used in certain situations. But in your case, of course, as skamradt says, I don't think that it will matter so much.