Hauz khas, Lodhi Garden (fountain side), Safdurjung tomb, Humayun's tomb, Sanjay Van (very quiet, go for a walk and suddenly surprise him), at a restaurant on a romantic lunch/dinner date.
You can take him to a long drive and there in some dhaba suddenly suprise hime with ring. He will be amazed to see that because he will be thinking only of long drive and not this super suprise.