Delhi's bar scene has grown considerably as licensing rules relaxed. The upmarket strips in Khan Market, Hauz Khas Village, and Connaught Place all have good drinking options. Hauz Khas Village — built around a medieval reservoir in South Delhi — has the most atmospheric setting: bars and cafes occupy old havelis overlooking the ruins and the lake.
The India Coffee House on Mohan Singh Place near Connaught Place is an institution — a worker-owned cooperative serving cheap South Indian filter coffee and snacks in a large, slightly chaotic hall that has been open since 1957. For craft cocktails, the newer bars in Hauz Khas and the Lodhi Colony area are the best bet. Note that beer and spirits are taxed heavily in Delhi; drinking is significantly cheaper in Goa and Rajasthan.