How do I sort a generic list using a custom comparer?

The Sort overload you should be using is this one:

procedure Sort(const AComparer: IComparer<TMyRecord>);

Now, you can create an IComparer<TMyRecord> by calling TComparer<TMyRecord>.Construct. Like this:

var
  Comparison: TComparison<TMyRecord>;
....
Comparison := 
  function(const Left, Right: TMyRecord): Integer
  begin
    Result := Left.intVal-Right.intVal;
  end;
List.Sort(TComparer<TMyRecord>.Construct(Comparison));

I’ve written the Comparison function as an anonymous method, but you could also use a plain old style non-OOP function, or a method of an object.

One potential problem with your comparison function is that you may suffer from integer overflow. So you could instead use the default integer comparer.

Comparison := 
  function(const Left, Right: TMyRecord): Integer
  begin
    Result := TComparer<Integer>.Default.Compare(Left.intVal, Right.intVal);
  end;

It might be expensive to call TComparer<Integer>.Default repeatedly so you could store it away in a global variable:

var
  IntegerComparer: IComparer<Integer>;
....
initialization
  IntegerComparer := TComparer<Integer>.Default;

Another option to consider is to pass in the comparer when you create the list. If you only ever sort the list using this ordering then that’s more convenient.

List := TList<TMyRecord>.Create(TComparer<TMyRecord>.Construct(Comparison));

And then you can sort the list with

List.Sort;