Just to detail my plans:
I am thinking of adding an ErrorBarX and ErrorBarY property to most series defining the size of the x and y errors, either constant, or a percentage of the data value, or an individual value taken from the chart source; positive and negative errors will be allowed to be different. These propertes definitely will be used in TLineSeries, TPolarSeries, TCubicSplineSeries, TBSplineSeries and TFitSeries, maybe also in TAreaSeries and even in TBarSeries, to draw the usual error bar(s), vertical and/or horizontal.
In the FitSeries, I have extended fitting routines which use the error bar values (y only) to calculate statistics: standard errors of fitting parameters, confidence limits etc. Confidence/prediction bands will be drawn by the fit series similar to the banded series above like shaded areas.
I also could imagine to add a property ZeroLevelMode to TAreaSeries (zlmConstant, zlmData) which the zero level (end of the filled areas underneath the curves) would allow the zero level to pin to the first y values of the chartsource. This would simplify creating the banded series of the examples above because the ChartStyles would not be needed any more.