Pixie, I don't think your statement is correct.  Ktm-delhi is NOT considered domestic airport, you don't have to haul your luggage and you don't need to take it to hotel and bring it back.  I know this because I flew twice to ktm via delhi since Jan 09.  Only if you decide to go outside the airport than you need to claim your luggage.  I had two seperate ticket, one US-Delhi and another Del-Ktm.  What I did and I strongly suggest any one flying ktm via delhi is show both the ticket at your first US airport.  They will put tag all the way to KTM and make sure you don't loose the tag number.  At delhi, depending on your airlines to ktm there will be some people to help you.  They will ask your passport, your ticket and your luggage number.  Than they will take your passport.  After 5-6 hours they will bring your passport, your boarding pass to ktm and your new luggage number.  And thats all.  My luggage arrived ktm safe and I didn't have any problem flying via ktm.  The only thing little scary was that you won't have your passport for 5-6 hours.  Now if you are not comfortable with that than you should not travell via delhi.  Have fun at Nepal.