I've used TLabeledEdit and TEditButton and what I didn't like of those control was the anchor thing since it don't have an acceptable behavior. I guess you know what I mean...
I think that the key of the problem is that TStickyLabel take control over how the anchor behaves, and provide a practical solution.
some things I can think of:
o- How the StickyLabel glues to the sticked control (relative position and margin between Sticky and sticked Control).
o- How this group anchors to other controls (treat them like one component). Using a container may help.
o- If you use a Container: when associating the controls you can get the size, position and Control's anchors, move sticky to that position set size to the Control's one + the label space. Then change Control.Parent to StickyLabel and set control position in the proper place and anchors to fit the sticky config. (EDIT: I think the container must be transparent).
You don't need to create a separated class for each control type (neither I think that this is what you want).

Sorry for my English. I never know if I write what I exactly wanted to say...