I made the same move from D7 to XE, and this change was a killer. My application, like yours, includes a database - in my case, these are Interbase and Interbase Express components that are part of Delphi. I made the choice to switch to Unicode, but it was ugly.
I read newspapers, but compared to my experience, they seemed incomplete or, perhaps, even incorrect in some cases. I think the documents are written in terms of a Delphi application without a database. I believe that there were critical errors in Interbase Express (Delphi) and Interbase. I think at least one bug has been fixed in IB and a couple in Delphi - if you upgrade to the XE version. (I do not want to consider it again now).
I ended up adding corrections in my code to help Delphi exit. In the newsgroups and in QC, people told me that I did not understand. Well, finally, there are changes that come from these problems, so there really should be problems somewhere.
Conflicting views expressed in this thread indicate confusion with Unicode. On some of these issues, I do not know how this will work, even after going through it. But I have doubts that I can go through it and hold on to BDE. This may have built-in problems that cannot be fixed and that you cannot handle. There are several entries in QC that you can check to see some of the problems.
When my application was in D7, my IB base was ansi. When it was converted to Delpi XE, it seemed to work fine - although it was just a small check. IB supports Unicode, and I converted my data there. Could you do this with your data? Only after that I found problems. I think that any meaningful conversion to Unicode means that you first convert the data warehouse to Unicode, and then to your Delphi application.
So, after all this, why are you switching to XE if you don't want unicode? Is it just an update or is it what you are trying to achieve? I hope this long post helps.