Yes, but before careful of Connaught Place in Delhi. It's filled with sleazy characters (who generally seem too stupid to be harmful). Stick to the main streets and dress in a way that attracts as little attention as possible.
Same with Agra. And be careful of pickpockets if you take the train to Agra. about 8 years ago
We took the train from New Delhi Rail Station to Agra. Took the earliest schedule 6am. Travel is only 2 hours and 15 mins. But you have to book the ticket online. Dont believe the locals telling that your train has been cancelled. They just want you to believe that to book a different train. If you want a bus ride, take the Volvo Tourist Bus. about 8 years ago