Coding - after you gathered all the tools you needed the coding begins. There's two things I'd like to point out here:
  - you will have to code two things: the main game code and the utilities code ( map generators, texture generators, piece generators, other auxiliary programs that should help you, etc... ). It's always recommended that you should start with these utilities; but that's unlikely to happen. Often you figure out that you need an utility when you advanced a little in the main game's coding. But when you realize you need that utility, don't delay its creation! It will only help you! Many auxiliary utilities you can probably find on the web; feel free to search the web for them; maybe not everything you'll find will be useful, but by looking at them you will get a good idea of what your utility should look like! ( by "maybe not everything you'll find will be useful" I mean that 95% will probably be useless :) )
  - a good practice is to find a web information sharing center; like a forum where you can post your questions ( and you will have questions! ) or a chat channel like "C++" undernet channel on mIRC where you can ask for help. Maybe the code you'll receive won't be in Delphi or whatever IDE you're using, but remember: "WinAPI is for everybody!"

Debugging - there's not much to say here except: "don't skip this step!". And don't assume that if your game runs good on your computer, it will run the same way on others! It won't! When launching X-plosive JigSaw Puzzles I've encountered enough problems of this kind. To avoid them you need to:
  - test your game on every computer you get your hands on. If you won't be able to get your hands on too many computers, try going to an internet club and ask the administrator for help. Most of them will be glad to help! ( for a retribution, of course :) )
  - develop as much exception handling as you can. I recognize that I haven't done that, but I should have!
  - the graphics engine makes here all the difference. This is where you find out how solid your graphics engine is. Nothin' much to do here but to keep your fingers crossed... It's probably too late in the project to change the graphics engine if anything goes wrong.
  - develop remote debug code. This code is placed in the game's code to assist debugging. It may be a series of keys that triggers it ( in X-plosive JigSaw I have CTRL - ALT - F10 ). This code should display the debug information you need, information that can be passed from the user to you in an e-mail. Debug code could also be code that writes stuff in a file ( in case the screen display froze ). There's no need to be some fancy coding, it just has to work!   - be prepared. The worst is coming!

Packaging - This should be easy, but don't underestimate it! Packaging for distribution means that you will have to be prepared to install that game on other computers! Just because it works on yours it doesn't mean that on an other computer it won't show an install error because there you dont have administrator rights ( that reminds me, I gotta fix this bug in X-plosive JigSaw ). Or you missed a DLL. Or you forgot to update a critical file. OR WORSE: you forgot to update a non-critical file ( at least for critical files you get an error in 30 seconds... ). Anyways, packaging is about paying attention. The tools for packaging are plenty; I highly recommend Inno Setup, especially if you have some knowledge of Delphi ( Jordan Russell made a great job making this tool, and also making it free! ). Both Microsoft and Borland also supply their own tools for making installing kits.

Website with a lot of Delphi components: Delphi Super Pages

Websites for VC++ developers: CodeGuru, The Code Project

MIRC undernet channels: #c++, #sql, #delphi

Website forums for coders: CodeGuru, The Code Project

Information about game programming: GamaSutra

Great installer (especially for Delphi): Inno Setup

Free, light help builder: Eclipse Help