I'm a President/CEO of a small company that's growing like a weed. I've delegated effectively and often find myself coming up with a new idea and delegating it. At times I run out of important things to do in my workday. Yes, the free time gives me time to think strategically - but I feel guilty. I don't want to feel guilty, but truly understand that I'm still getting things done, just through others.
Bear in mind that you can delegate tasks, but not responsibility. As CEO your time is best spent making sure that all these different projects are all heading toward the common mission. Keep the information flowing to from and between the people you have delegated to. All of which is "important" just not the day to day "nuts and bolts" that you may be used to.
You also need to remember you are the face of your company. What are you doing to make sure your community, industry etc. know about these exciting new things coming down the pipeline ?
Your role as CEO is just as important as that of those you trust to implement your vision, just different.