Humayun tomb, Safdarjung tomb, Red fort , India gate , bangla sahib Gurudwara , agarsen ki bauli , Majnu ka tilla, Lotus temple, jama masjid, qutub minar, jantar mantar, tuglaqabad fort,meena bazaar, isa khan's tomb,chor minar, purana quila, talaqi darwaaza and many more. Depends what you're looking for.
If you're a tourist looking for a day out, you can try getting on a hoho bus , you can get on that from connaught place which again is a precious gem people of delhi adore.
All the archaeological sites holds deep history. Delhi has great history from the time of Mughals. There are a lot of places in Delhi like India Gate, Red fort, All the tombs, Forts. Everything is interrelated and holds special value.