What to Do in New Delhi?

Standard tourist things, but I recommend Jantar Mantar, Hamayun's Tomb, the Qutub Minar, and the National Museum. Sam Miller's book, Delhi: Adventures in a Megacity gives an interesting view on the city and may suggest some more unusual places to visit.

Exciting! Is it your first time? : )  If it is the best piece of caution I can give is know EXACTLY where you want to go, how far each destination is from the next, and how you're going to get to each destination.  What seems close on a map might not actually be so, first because Delhi is HUGE and second because the roads are always congested.  If you get a rickshaw you can often end up sitting still for minutes on end while your fare goes up, so make sure you know a ballpark of how much you should be paying and negotiate with the driver beforehand.  Maybe you are not like me but when I was there I often found myself getting overwhelmed by the heat and congestion and confusion of finding my way around and would hop in a rickshaw and blurt out a random place on my itinerary. BAD IDEA!  In summary: planning is very important.