I recently had to do some changes in some Delphi code. Therefore, I have some basics questions:
In addition to the 2 answers you got about OutputDebugString() and WriteLn(), for debugging there is a better solution: CodeSite from Raize Software (see http://www.raize.com/DevTools/CodeSite/Default.asp ).
If you have Delphi XE, that should already come with an somewhat reduced functionality version of CodeSite.