I used a "watchdog" thread for this, which checks if the mainform is responding, and make a minidump (you can load this dump with WinDbg, use map2dbg.exe to convert a Delphi .map to a .dbg).

FMainformHandle := Application.MainForm.Handle;
Result := SendMessageTimeOut( FMainformHandle, WM_NULL, 0, 0,
SMTO_NORMAL or SMTO_ABORTIFHUNG,
C_TIME_OUT_SECONDS * 1000, //wait 1minute
iRes) <> 0;
if not Result then
begin
hFile := CreateFile(PChar(Result), GENERIC_WRITE, FILE_SHARE_WRITE, nil,
CREATE_ALWAYS, FILE_ATTRIBUTE_NORMAL, 0);
try
MiniDumpWriteDump(GetCurrentProcess, GetCurrentProcessId, hFile,
aDumpType, nil, nil ,nil);
finally
FileClose(hfile);
end;
end;
But you can also use

jclDebug.pas:
JclCreateThreadStackTraceFromID(MainthreadId)
for this (no need for WinDbg etc, only the JCL + Delphi .map)

3rd option is to use my new sampling profiler, which has a "process stack viewer", so you can watch the stack of any thread of a running process (I used SysInternals Process Explorer for this before, but it needs .dbg files). It uses .map, TD32, JDBG etc (any Delphi debug info) for stack tracing.
You can use this when you app hangs, to investigate the stack.

Windows API (for MiniDumpWriteDump):
http://sourceforge.net/projects/jedi-apilib/files/JEDI%20Windows%20API/
WinDbg:
http://www.microsoft.com/whdc/devtools/debugging/installx86.Mspx
Map2Dbg:
http://code.google.com/p/map2dbg/
JEDI JCL:
http://jcl.delphi-jedi.org/
AsmProfiler, samling mode: (still under development!)
http://asmprofiler.googlecode.com/files/AsmSamplingProfiler0.4.zip

http://stackoverflow.com/questions/2063655/how-to-debug-hanging-main-thread-in-delphi-application/2070194#2070194