I don't know why you would want a compensating developer for Delta 3200. The film has a pretty noticable shoulder in any developer. I'm usually fighting to get more contrast in the highlights to keep the prints from looking dull and lifeless.
I've read that Microdol X gives really nice results at EI 1000, I keep meaning to try it, but I'd expect shadow detail to be noticably less than Tmax at 3200. I'd expect extreme grain and lack of speed to be problems with pyro or Rodinal (Delta 3200 is plenty grainy as it is).
I've had the best results so far developing it in TmaxRS (I haven't tried regular Tmax, but would guess it to be similar). Of the things you mention, I'd go for Tmax, especially using it at 3200, as it should give you the best real speed. Compared to TmaxRS, Ilford DD-X or Microphen will give you similar speed, slightly larger grain and more "compensated" highlights if that's what you really want.