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type
  TForm1 = class(TForm)
    Button1: TButton;
    Button2: TButton;
    ButtonN: TButton;
    procedure FormCreate(Sender: TObject);
  private
    MyButtons: array [1..N] of TButton;
  public
    { Public-Deklarationen }
  end;

var
  Form1: TForm1;

implementation

{$R *.DFM}

procedure TForm1.FormCreate(Sender: TObject);
begin
  MyButtons[1] := Button1;
  MyButtons[2] := Button2;
  ...
  MyButtons[N] := ButtonN;
end;					

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TButton(Form1.FindComponent('Button' + IntToStr(X))).Caption := 'bla...';