Once in a while I need a GUI to set numeric ranges, but so far I’ve never really found any component that does it nicely.
I’ve attempted the following:
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2 TTrackbars: 1 for min, 1 for max
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2 TTackbars: 1 for min, 1 for range
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2 TSpinEdit controls to type the numbers manually
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1 TTrackbar control, with a little button to switch between min-mode and max-mode. In min-mode I set selStart and in max-mode I set selEnd (with ShowSelRange set to true).
Most options take more screen estate than I’d like, and they are not intuitive.
Ideally, I’d like something that works like the scrollbar in Sony ACID. You can click and drag 3 different points to the min, max, or both:

Is there any Free component available to set a range, or can something similar be done by using out-of-the-box VCL components creatively?
Update
I’ve modified TMkRangeSlider to suit my needs. It works like a charm now. I’ve sent the modified component and demo to the original author.

How about something like Range Slider, by Michael Kochiashvili. It is freeware with source, written for Delphi 5 and comes with a demo:
It won’t move min and max simultaneously, but since you’ve got the source, you could probably add that functionality if you really need it.