Going to Nepal via Delhi is a good route only if your transit at Delhi is LESS THAN 12 HOURS. If you transit is more than 12 hours then you will have to claim your luggage and recheck it in. Otherwise, your luggage can be checked in all the way to Kathmandu. The problem is, I have not seen airlines that does not require less than 12 hours of transit in Delhi. Most are about 14 - 16 hours :(