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For example, you have 2 SpeedButtons and you want to use them like buttons on toolbar. Use for this GroupIndex, Down and AllowAllUp properties of SpeedButtons. Button1 is a usual button, which allows you to set your SpeedButtons to stick down. And Button2 allows you to set properties of SpeedButtons as normal buttons.

procedure TForm1.Button1Click(Sender: TObject);
begin
  SpeedButton1.GroupIndex:=1;
  SpeedButton2.GroupIndex:=1;
end;

procedure TForm1.Button2Click(Sender: TObject);
begin
  SpeedButton1.GroupIndex:=0;
  SpeedButton2.GroupIndex:=0;
  if SpeedButton1.Down=True then
  with SpeedButton1 do
  begin
    AllowAllUp:=True;
    Down:=False;
    AllowAllUp:=True;
  end;
  if SpeedButton2.Down=True then
  with SpeedButton2 do
  begin
    AllowAllUp:=True;
    Down:=False;
    AllowAllUp:=True;
  end;