If you feel the urge to shop up a storm, DLF Promenade Vasant Kunj is the place to go. Clothes, souvenirs and general supplies — there's a good chance you'll find it here.
This shopper's paradise is in Vasant Kunj, but DLF Promenade Vasant Kunj of course isn't the only thing to see around here. If you're looking for more sights, Qutub Minar is worth a look as well.