It is usually said in two situations: In the first sense, it means the opposite of your sentence - "I don't want you to keep me waiting anymore." "Tom, that report needs to be out today. I need your research without any further delay". It is also used to introduce a speaker or performer. "And now, without further delay, I present to you one of the best experts on finance here to talk about the economy. Please welcome <someone's name>!"

It is kind of like that. Without further delay is more like they are saying there will be no more delays or interruptions, so they can now start whatever they are going to start. Ex. The band is going to get on stage but it is raining, so the show has been delayed. Now when it stops raining, and let's say their is an announcer, he would say something like, Without further delay here is (the band's name) to start the show.

it means lets get to the point and begin what we all been waiting for. Its a very popular phrase for films, sports and entertainment.