How to change caption font color on TCheckBox, TRadioButton, TGroupBox?

When you uses the windows themes in an application, most of the custom settings like the font colors are ignored. As workaround and depending of the component you can ownerdraw the control (only when this feature is supported), override the paint method in order to use your own color in the font (TRadioGroup, TGroupBox), and for components like TCheckBox and TRadioButton (which are WinAPI controls wrappers) you must intercept the WM_PAINT windows message and implement your own code to draw the control.

Also starting with Delphi-xe2 you can use the vcl styles which allow you to change the appearance of the controls, from here (and when is possible) you can modify the style hooks to apply your own font colors and other customizations.

A simple and easier workaround is to create a checkbox without caption and add a label after it. You can easily change the label's color. You can also create a new component that binds a label to the checkbox itself. That's what worked for me on Delphi 2007.