Here is some useful background on delegates: \http://msdn.microsoft.com/en-us/library/0yw3tz5k.aspx
They are really function pointers, which can be implemented using named methods, anonymous methods or lambdas.
So the rule on functions/methods/lambda will apply to the implementation of the delegate.
It does not seem like an easy question, on which there is one clear answer. I'd suggest to implement the rule just on function/methods and lambdas and wait for feedback on what to do with delegates.
