Delphiniums are so strikingly beautiful that they just take your breath away, but they have hollow, brittle stems and tend to get quite top-heavy when they bloom. Although I don't particularly like the look of stakes, some form of support is absolutely necessary for delphiniums. In my experience, it's stake 'em or lose 'em.
I have two Pagan Purples delphiniums planted in my west border. Every few years I remove part of each clump, but perhaps not enough. Many English gardening sites recommend that a mature delphinium be limited to five flower stalks. I admit I have let mine get larger than that, but for the coming year I am going to follow that guide and plant the divisions elsewhere. As soon as the foliage gets about knee high, I push a 6-foot bamboo pole into the ground near each stem and loosely attach the stem to the pole. My delphiniums grow to about 8 feet, so I always use poles of at least 6 feet and sometimes lash two poles together to make them taller. If your delphiniums don't get that tall, a shorter pole will work just fine. I like the green colored bamboo poles. Rebar would work also, but you must cut it to size. Any pole of sufficient height will work, but I like bamboo because it is easy to find, inexpensive, slender, and can be camouflaged in the plant.
It is important to start when the plant is small so that the stems grow straight up. Once the stakes have been placed, I also install a green grid-type folding fence at least three feet high around the outside of the plant clump. A tomato cage might work too. Besides providing extra support, the fence keeps me and critters away from the leaves and stems which are easily broken. As the plant grows, I follow each stem up the pole attaching the stem to the pole every 8-12 inches or so. I use one pole per one blooming stem. Once the flower spike develops, I attach the spike to the pole in three or more places. As the plant continues to grow, adjustments must be made, and I always attach loosely so that there is room for the stems to grow. I love the rolls of green velcro for this purpose. It blends in well, can be easily attached, removed and adjusted, and can even be reused from year to year. Be very careful to avoid bending any of the leaves or stems, which break very easily. Klutz that I am, I try to do as little as possible to these plants once they start to gain any size.
If I know a storm is coming and my delphs are blooming, I will actually go out and put additional velcro wraps every couple of inches up in the flower heads all the way to the top. Once a fully blooming delph gets wet, it is quite heavy and would fall over even without any wind. In the bottom photo, the entire flower head is velcro'd every couple of inches, but you can't even see it. I have had 2-foot flower spikes on 8-foot-tall plants survive some pretty wild rain and wind in my garden using this technique.
Many delphiniums will rebloom. If you cut down the flower stalks when spent, be sure to watch for regrowth and begin the staking process anew.