Places near Delhi for the weekend ...

1) Rishikesh

Activities - 1) River rafting in Ganges.
                     2)  Ganga Aarti in Triveni ghat.
                    3)  Walk to the Laxman jhula.
                    4) Meditate in various Ashrams and the bank of the river.
                   5) visit Neelkanth Mahadev temple.
                   6) Adventure activities like bungee jumping and jumping heights.
                  7) camping .

Note - rent a scooty or bike for convenience.

Connectivity - (By Road)  you can catch a direct Bus from Kashmiri gate Delhi.
You can go with your own convenience or by rental car.
(By Train) - 2 or 3 trains available for rishikesh,it will take 7-8 hours.

2) Alwar - Bhangarh fort

Places - Bhangarh fort ,Bala quila,Alwar palace, sariska tiger reserve.

You can travel by road and train both.

3) Mathura-Vtindavan

Places to visit - Various temples,PREM mandir.

4) Agra - Fatehpur sikari

Places to visit - Taj Mahal,Red fort.
In sikri - Buland darwaja,panch Mahal,jama masjid,tomb of Salim chishti,Jodha bai's palace, Birbal's  house,diwan e khas, fatehpur sikri fort.

Connectivity - by road or train.

5) Jaipur

Places to visit - Nahargarh fort, jaigarh fort,Am ber palace,jal Mahal, hawa  Mahal,Jantar matar,Albert hall museum,jaipur palace.

Connectivity - Road ,Train ,Air