For instance, most of our tools (like SynProject documentation or SynDBExplorer tool) are stand-alone, but powerful.

SynDBExplorer is able to connect to databases with no installation: the same tool written in .Net would make a smaller executable in size, but will be slower (even unworkable with huge amount of data - millions of rows), need additional requirements for database access (e.g. native Oracle), and will consume much more memory.

Of course, there are plenty of great libraries in .Net, a lot of books to be read... Nice features I miss with Delphi.