Thanks for your efforts, but it didn't help me much, but it served well as a start to investigate further.
To start somewhere ... I checked the properties of a TSpeedButton. There is TSpeedButton.ImageWidth. Hm. After some seeking I found, that if this property is set to 0 (the default) it is ignored, and the properties under TSpeedButton.Images are used. We have TSpeedButton.Images.Height and TSpeedButton.Image.Width. I suppose this is the height and width of the image in pixels at 96 ppi. Per default, a newly created TImageList sets both to 16, which is probably why 16 is contained in almost all code samples and screenshots.
Doing advanced math one can find out, that a 16 pixels image scaled by 125%, 150%, 175% and 200% leads to the pixel sizes 16, 20, 24, 28 and 32. Three of those (16,24 and 32) are indeed shown in the sample screenshots of the doc, and those are also contained in Roland Hahns ingenious set of ready-made glyphs. 20 and 28 are - for some mysterious reason - missing.
Handling-wise I tried to open the TImageList editor, and import pictures. Regardless of what size a picture file I load from disk has, it is always listed as "Images.Height x Images.Width". If I select more than one picture, all but the first one are ignored. What finally worked, was to "blindly" add 24 and 32 using the "New Size/Resolution" button. After this I could select three pictures, and I got them - again regardless of their physical size - listed as 16 x 16, 24 x 24 and 32 x 32. If I mistakedly select more or less images than I have (blindly!) entered resolutions, only the first picture is added, and the missing resolutions are coarsly upscaled versions of that one image.
Once done not falling into any of these traps, I got indeed three nice images displayed on the left side of the list. The right side of the dialog ("Selected Image") seems to show the same images as the list of the left, but vertically arranged. It does also sometimes fail to follow the list on the left, e.g. if you empty the list, the last previewed icon is still displayed there.
Not quite intuitive, I'd say. This is where the documentation should kick in. If you agree, I'd change the text of this post to sound more neutral than frustrated, update the images, and add all this into the wiki.
What do you say? It is what I had expected from a documentation, do you agree?
Armin