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Is there a discussion of the advantages of using OCI vs SQL*Net anywhere?

Also a howto on how to switch between the two?

Also if using OCI.DLL and multiple orcle clients are installed how does dbexpoda.dll determine which OCI.DLL to use and hence which tnsnames.ora to use.

TIA

Net connection can work without Oracle client software. But it does not have all functionality of Oracle client.
You can switch between OCI connection and Net by using "Oracle (Core Lab)" driver or "Oracle Net (Core Lab)" driver from dbExpress connections list. You can use only one type of connection in one application simultaneously.
DbxOda knows about installed Oracle clients locations. It loads OCI.DLL that is the first in the environment PATH variable.
You can add variable
OCIDLL = "Your/path/to/ocidll"
to HKEY_LOCAL_MACHINE\SOFTWARE\ORACLE registry folder and choose location of oci.dll in non-standard place.