The speed of TLists compared to Arrays?

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16 bytes for each object in a list, that's much more overhead that I expected!

And 4000 lists with 1000 objects is clearly an overstatement from my side. The more I think about it the more I'm thinking that the amount will never be larger than~100. I mean how often do you see 1000 missiles on screen at one time? Anyhow it could perhaps happen in a worst case scenario. And, as you said, that's "just" the overhead!

you just have to give us more information about your data/access patterns for a good recommendation.
This is hard to say as it depends.. Perhaps I could say that I would like to check for a specific type in a type's object_list. The only thing I need is a YES if it exsists or a NO if it don't. The problem is that this need to happen almost everytime I call a method. So the time will increase drastic with every new object added to this object_list. Also the adding of objects to this list will mostly happen before the main-loop, so arrays might be a real time saver. What about Hashtables?