type
 TMyComponent = class(TComponent)
 private
   FSavedOnShow: TNotifyEvent;
   procedure SetEvents;
   procedure MyFormShow (Sender: TObject);
 protected
   procedure Loaded; override;
 end;

procedure TMyComponent.Loaded;
var
 Loading: Boolean;
begin
 Loading := csLoading in ComponentState;
 inherited Loaded;
 if not (csDesigning in ComponentState) then
 begin
   if Loading then
      SetEvents;
 end;
end;

procedure TMyComponent.SetEvents;
begin
 if Owner is TCustomForm then
 begin
   with TForm(Form) do begin
     FSavedOnShow := OnShow;
     OnShow := MyFormShow;
   end;
 end;
end;

procedure MyFormShow (Sender: TObject);
begin
 //
end;