Say what you will about the help in Delphi 2007, there are some things that I like better than in previous versions. I like that can navigate using the index when I'm looking at content and how more of that content is visible on a single page without the need for popups.
Something that really stood out for me was the class hierarchy diagrams. In older versions of Delphi, they looked something like this:
Beginning with Delphi 2007, they look more like this. Clicking on a node still navigates to the help for that item, any interfaces that are implemented are shown and classes and interfaces are qualified with their namespaces.
Plus, they just look better:
And, as always, if you see something that is wrong or incomplete in the help, let CodeGear know. There is even a feedback link at the bottom of each help topic to make this easier.