there's no threat to your and your luggage security at delhi airport. discard the gossips, and get the tickets. folks who spread the rumor are either travel agents, or पानीमरूवाहरू who know nothing better. although, don't act like a bigshot wannabe.. just like you respect people of all colors here in the states, do talk nice, and smile to the airport indian officials. if the layovers are long, kindly ask if they will take care of the luggage or if you'd have to keep em until the next boarding. there are lots of nepalis and indians to make friends with during the layovers. last time, i met a nice old muslim indian from chicago who was returning india for id... dude knew more about science than i'd thought!