The taxi is the easiest way. In Bed and Chaï, we can book a taxi for you. But you can also find a taxi at the exit of the Airport.
You can take a bus, the DTC airport buses connect the airport to the center (including Connaught Place) every 30 minutes. These buses have comfort of air-conditioning, it costs around 50 rupees. There are also buses operated by EATS (Ex-servicemen Air-link Transport Service), that connect you to Connaught Place via New Delhi Railway Station. The frequency is around every 30 minutes during the day and every 60 minutes at night, it costs around 50 rupees.
You can also take the Airport Express, that links the airport from the Dwarka Sector 21, until the New delhi Metro Station in 19 minutes, from 5 am to 11 pm. It costs 150 rupees.