<p>Using the default TWebBrowser makes things easy to embed a web browser. Unfortunately the one that comes in by default is IE&lt;n&gt;.</p>

<p>I'm wondering how does one integrate a Gecko or WebKit one.</p>

<ol>
<li>Are there VCL examples somewhere?</li>
<li>If not, how would one go about doing it?</li>
<li>Where's the best place to find the core for Gecko and/or WebKit in an embeddable format?</li>
</ol>

TWebBrowser
is
IE. It is not a plugable construction for browsers. You can have other browsers integrated in your application. See
http://www.adamlock.com/mozilla/
http://delphi.mozdev.org/articles/taming_the_lizard_with_delphi.html
http://ftp.newbielabs.com/Delphi%20Gecko%20SDK/
Time has moved on
This answer is from '08 and since then time has moved on. The links don't work anymore and there are probably better alternatives now.