Agrasen ki baoli, situated in cannaught place, New Delhi is a historical monument which became a place to chill out with friends and clicking pictures. There are so many rumors about it that there is something horrific, just dont go by these rumors at all. Me and my friends went there many times.
Although it is not that much big, there are more than 100 stairs and it is built in shahi style. Local sightseeing is too good in Cannaught place, there is banglasahib gurudwara, and so many things to visit. You can access there by metro easily by dropping down at rajiv chowk station. Near by CP you will also find India Gate, to visit.
So, if you are planning to visit some historical monuments in capital city, you can also go through this. You will find a peace and calm environment there. Hence it is my one of the most favorite place in Delhi, where I go with my friends whenever I want. Thus CP is a posh area, you will not find any serious concern of safety issue there. And in agrasen ki baoli l, there is a guard who presents there for your safety issues. And one more important thing, if you are coming from another city of India or another country you can get an easy access to accommodation in CP.