When I was at uni, I was taught programming with Delphi. I am a bit rusty, but I am currently reading through a lot of Delphi code to port it to a C# application.
I much prefer the OO with functional leanings of C# over the procedural with OO leanings of Delphi. You should consider how you prefer to code when choosing between them. I don't think there is much in it when it comes to simplicity - just what you find easier. The same goes for productivity.
In terms of RAD (rapid application development) there is not much between winforms and Delphi GUI design. They remind me of each other.
WPF on the other hand is something I prefer over both for its declarative style.
I don't think there is much difference between the quality and coverage of vendor provided documentation for either C# or Delphi. I think that you will find more non-vendor information about C#, but that could just be because I've not really searched for much in the way of Delphi.
I've not had to do any threaded programming with Delphi, and any networking I did was years ago and I can't remember.
The .NET libraries for parallel processing, events and other threading work are good. So you won't be missing out there. There is a great deal of support when it comes to networking, so again highly recommended.
Overall I would go with C#/.NET. This is partly because of WPF, but also I prefer the code I write in C#. As far as I'm aware delphi doesn't have anything like Linq, which I find invaluable.