...
type
  TMyObject = class(TObject)
    private
      FI: Integer;
      FObj: TObject;
    public
      constructor Create;
      destructor Destroy; override;
      procedure SetI(AValue: Integer);
      property I: Integer read FI write SetI;
  end;

implementation

{ TMyObject }

constructor TMyObject.Create;
begin
  inherited;
  FObj := TObject.Create;
end;

destructor TMyObject.Destroy;
begin
  FreeAndNil(FObj);
  inherited;
end;

procedure TMyObject.SetI(AValue: Integer);
begin
  FI := AValue;
end;
...

begin
  ReportMemoryLeaksOnShutdown := True;
  Application.Initialize;
  Application.MainFormOnTaskbar := True;
  Application.CreateForm(TForm1, Form1);
  Application.Run;
end.