I moved to Delphi 2007 in early 2008. It took a long time to migrate all my tools and components, and I'm not in a hurry to do that again. I moved from Delphi 6. (Bought D2006, but didn't use it much, due to the migration headaches).
The MSDN / F1 help "integration" though, continues to drive me nuts pretty regularly. I access the D6 help files, and individual vendor help files as needed, but it sure isn't nearly as useful as the old put-your-cursor-on-a-method, click F1 -> You get something useful of the older help approach, especially with all vendor files integrated in.
It appears I may be very late to the party, but apparently I wasn't alone in this opinion: http://blogs.embarcadero.com/deeelling/2007/08/21/38290
I see now that Embarcadero lets you download CHM files for Delphi 2007. Is their any way to fully integrate them, and get rid of that useless MSDN monstrosity entirely?
Here's a couple:
Delphi 7 help for BDS expert http://codecentral.embarcadero.com/Item/23948
Delphi 2007 Help Expert http://cc.embarcadero.com/Item/24815