Khan Market
Khan Market is one of the more upmarket and expensive places to shop in New Delhi, Its located in the city center, surrounded by residential complexes and greenery (including the famed Lodhi Gardens).
It has a wide variety of stores, including modern showrooms of most of the famous apparel brands (Nike, Reebok, etc) and delicatessens and browsable bookstores.
Kahn Market has some of the best taylors in Delhi. Several shops have a range of excellent material and will have a taylor on hand to make a suit, dress or shirts etc normally in a week.