thanks Ammo, I have done that in the past "give me your most expensive", sure wont be repeating that again :-). LS mentioned earlier about a block of shops in Karol Bagh, so I will give as many shops a try as I can. My stop in Delhi is only for a day so all this advice will help me save loads of time.
I ended up buying SG Hilites for Rs. 1550 [approx £23 after a 15% discount]. Tried them in match yesterday, very light, sturdy protection and very flexible. The pittards look a bit too delicate though so need to be careful and definitely not lending it to anyone.