Some people are saying that I must update the controls in Win3.1 palette (especially TFilterComboBox) with modern ones. But does Delphi provide such new con
The Shell Controls that come as a demo with Delphi only have to be installed, and you'll have some nice shell controls. There is, IMO, no big need to get 3rd party components for that.
Look for ShellCtls (or similar, can't check right now) in your demos folder. That Demos folder can be accessed from the Windows Start menu for your version of Delphi.
They are not in a Demos folder, it is called Samples now. They can be found in Samples\Delphi\VCL\ShellControls. Install vclshlctrls.dproj first and then dclshlctrls.dproj.
In our application we use tpShellShock which works rather well. You may need to tweak it a little for Unicode Delphi, but if I recall correctly that was pretty simple to do.
Here's what it looks like: