OpenGL is a framework, a precompiled library in external DLLs, so asking what would be the "most efficient language" to work with it is kind of nonsensical, since pretty much every language does external function calls exactly the same way. But if you're worried about efficiency in an OpenGL project, you're probably working on a game, and you'll want to compile to native code to make other stuff, such as game logic, work quickly. That rules out the .NET languages, Java, Python, and (I think) most if not all of the BASIC dialects. I've never heard of Euphoria before, but some quick Googling says that it's an interpreted bytecode language, so we can rule that out as well, leaving you with C++ and Delphi.
If you had to choose between C++ and Delphi, Delphi would be a clear winner based on your second criteria, ease of use. Delphi code is much easier to read, and its object model and various parts of the language semantics are better thought-out and less prone to unexpected pitfalls. In Delphi things you don't really understand tend to go right, whereas they tend to go wrong in C++. I'm actually building a game engine in Delphi myself, and it's been a lot of fun to work on, where a lot of the issues I've had to deal with would have been a real horror to resolve in C++.