{ Not this. }
procedure TToolbar.SpeedButton0Click(Sender: TObject);
begin
  SpeedButtonAction(0);
end;

{ More like this. }
procedure TToolbar.AnySpeedButtonClick(Sender:TObject, ButtonNo:byte);
begin
  SpeedButtonAction(ButtonNo);
end;

A:     Set all the OnClick events to point to the following method, and assign the appropiate value to the Tag properties of the SpeedButtons.

procedure TForm1.AnySpeedButtonClick(Sender:TObject)
begin
  SpeedButtonAction((Sender as TSpeedButton).Tag);
end;

Note:  If your speed buttons do indeed have names SpeedButton1, SpeedButton2, etc., you can use the form's FindComponent method to pretend they're an array:

FOR N := 1 TO NumButtons DO
  WITH FindComponent('SpeedButton'+Str(N)) AS TSpeedButton DO { whatever } ;