HP5 is lower contrast than FP4. So I'd prefer to use FP4 in duller light and HP5 works well in harsh sunlight or artificial light. I think to get similar contrasts from the films in the same conditions, you'd have to shoot the HP5 at 800.
I do see significantly finer grain in FP4.
I have heard FP4 is also much better for reversal processing, in case that is of interest.
FP4 will age more gracefully in expiration, being a slower film.
HP5 is better when shooting in unpredictable light conditions or shooting parts of the same roll of film at different rated speeds due to its latitude. That also makes it better for beginners.
Delta 100 is a different animal, more modern looking, can give a near-medium-format look to 35mm.
As far as subjective artistic feelings go, HP5 to me imparts a slightly sad, nostalgic look to images. They look kind of like they were shot in the 40s or 50s. FP4 is also nostalgic, but I get less of a sad feeling from it, and more vibrance. Delta 100 reminds me of the 80s in its look.