Question:
How can I create a trackbar where the track has a thin line on
which the slider moves along, rather than a rather big white 
space which the slider moves along?
Answer:
The following example demonstrates creating a descendant of 
the TTrackbar component that overrides the CreateParams 
method, and clears the TBS_ENABLESELRANGE flag from the 
params style. This results in a Trackbar component that has a 
small thin track for the slider to move upon. Note that the 
TBS_ENABLESELRANGE constant is declared in the CommCtrl unit.
Example:
uses CommCtrl, ComCtrls;
type TMyTrackBar = class(TTrackBar)
 procedure CreateParams(var Params: TCreateParams); override;
end;
procedure TMyTrackBar.CreateParams(var Params: TCreateParams);
begin
 inherited;
 Params.Style := Params.Style and not TBS_ENABLESELRANGE;
end;
var
 MyTrackbar : TMyTrackbar;
procedure TForm1.Button1Click(Sender: TObject);
begin
 MyTrackBar := TMyTrackbar.Create(Form1);
 MyTrackbar.Parent := Form1;
 MyTrackbar.Left := 100;
 MyTrackbar.Top := 100;
 MyTrackbar.Width := 150;
 MyTrackbar.Height := 45;
 MyTrackBar.Visible := true;
end;