One way to change printer settings at the start of a print job is to change the printer's devicemode structure. See: TDEVMODE in the Delphi .02 help file or DEVMODE in the Delphi 2.0 help file for other settings you can change (providing the print driver supports the change). The following example, contains code to change the papersize and the paper bin that is used:

procedure TForm .Button Click(Sender: TObject);
var
Device : array[0..255] of char;
Driver : array[0..255] of char;
Port   : array[0..255] of char;
hDMode : THandle;
PDMode : PDEVMODE;
begin
  Printer.PrinterIndex := Printer.PrinterIndex;
  Printer.GetPrinter(Device, Driver, Port, hDMode);
  if hDMode <> 0 then begin
    pDMode := GlobalLock(hDMode);
    if pDMode <> nil then begin
     {Set to legal}
      pDMode^.dmFields := pDMode^.dmFields or dm_PaperSize;
      pDMode^.dmPaperSize := DMPAPER_LEGAL;
     {Set to custom size}
      pDMode^.dmFields := pDMode^.dmFields or 
                          DM_PAPERSIZE or
                          DM_PAPERWIDTH or
                          DM_PAPERLENGTH;
      pDMode^.dmPaperSize := DMPAPER_USER;
      pDMode^.dmPaperWidth :=  00 {SomeValueInTenthsOfAMillimeter};
      pDMode^.dmPaperLength :=  00 {SomeValueInTenthsOfAMillimeter};
     {Set the bin to use}
      pDMode^.dmFields := pDMode^.dmFields or DMBIN_MANUAL;
      pDMode^.dmDefaultSource := DMBIN_MANUAL;
      GlobalUnlock(hDMode);
    end;
  end;
  Printer.PrinterIndex := Printer.PrinterIndex;
  Printer.BeginDoc;
  Printer.Canvas.TextOut( 00, 00, 'Test  ');
  Printer.EndDoc;
end;