OP I lived in India for many years. I regretted buying expensive linen, embroidered, sequinned stuff from Monsoon etc as you can get all that over there for a fraction of the cost.
As you'll be in Dehli/Gurgaon, I'd def take your jeans. As others say, it gets very hot and also very cold.
I think taking well-made, expensive, closed toe type shoes is a mistake. I bought several new pairs for work and barely wore them, opting for lovely sandals that I had made locally instead.
About covering up, you can buy lots of lovely pashminas when you are out there which are both warming for evenings when you need it and also cooling during the day when you need to cover from the sun.
Things I am glad that I stocked up on whilst back in the UK - underwear, good bras, toiletries that I particularly like.
Western shops like M&S can be pretty pricey in India. The malls are good for these and I picked up some Esprit, Bennetton stuff too but didn't find it cheaper than over here.
In Indian shopping malls, you can get great children's clothes (also expat communities usually have swaps of children toys/clothes/equipment etc when families are due to leave or arrive).
If shopping in India don't be put off by clothing sizes that say XXXXXXL (slight exaggeration), even my size 10-12 expat friends were finding they had to buy the Large version in Indian shops 
Enjoy, its a fantastic country to experience, wonderfully warm people. I found reading expat forums, cultureshock books helped too.