Periodical tasks in Delphi app
repeat
  try
    Application.HandleMessage;
  except
    Application.HandleException(Application);
  end;
until Terminated;//this is the Terminated property of the thread

procedure PerformThreadLoop;
var
  Msg: TMsg;
begin
  repeat
    Try
      while PeekMessage(Msg, 0, 0, 0, PM_REMOVE) do begin
        TranslateMessage(Msg);
        DispatchMessage(Msg);
      end;
      WaitMessage;
    Except
      Application.HandleException(Self);
    End;
  until Terminated;//this is the Terminated property of the thread
end;