C# and VB
are pretty much the same in what they can achieve (for a beginner at least).
OpenGL and DirectX aren't programming languages, they're APIs which usually get used with C++. If you're wanting to use one of those, you'll probably want to learn C++ and I'd choose DirectX over OpenGL simply because it's easier and has much better support. OpenGL is at 2.0 and they've been discussing and trying to design the standard for OpenGL 3.0 for literally years now and haven't released anything.
I'd pick any of your poll except Delphi, who uses that?? Python is good if you're wanting to write some really basic games, but then again you can use C# with XNA... ... ...
What's your project going to involve, exactly? Or have you not decided that yet?