Not wanting to take away from the scope of this article and the awesomeness that is Utopian, but:
Before a few days ago, I've never delegated Steem Power. Firstly, because there wasn't something like SteemConnect to easily and securely do such as thing
Have a look at desktop wallet Vessel. It's open source, currently hosted on Github. It has many account and wallet specific functionalities, one of them being delegation.
Here's hoping soon we can reward @jesta, and contributors, for his awesome work on this project via Utopian. :)