I would probably use the cancel button. That's the standard method of closing a form with escape. Even if you don't display it, it's still closest to the standard. If you ever decide to have a cancel button on your forms, you're just one property away!
>What is the best way to have a form close with an ESC press?
>
>1) trap the KeyPress=27 event in the form and issue release()
>2) have a button (possibly invisible) set as "Cancel" and issue release() in its click
>3) something else
>
>
>Bob