GurgaonConnections and Gurgaonplaygroups I think they are both Yahoo groups, they arrange coffee mornings, playgroups and other functions. It would be great to get on these before you go, my info could be a little out of date as we left 2 years ago...
Do you know where you will be living in gurgaon? Will you have a car and driver? I only ask as it is the norm and it could be a little difficult to get around without one. I used to do my shopping at a place called Arjun Marg, there is a smallish supermarket there that sells a lot of imported stuff plus all the day to day necessities. I always bought pampers but I think they where actually from Thailand?? can't remember but they where about 700Rs for a big pack and available virtually everywhere, both of my children were fine with them. I only took toiletries when I had a specific brand I preferred not available in India, strawberrynet.com also ships there for free. All the big brands are there though so I wouldn't really worry. When I was there, there where ELC's and Mothercare everywhere but not sure if still the case.
Intellitots is great I had heaps of friends who sent their kids there. I made the daily trek into Delhi for my daughter to go to school and I wished we had sent her there instead:-) You will meet a lot of mums there it's all very friendly and someone will be sure to take you under their wing:-)
The railway museum is great and there is also a aircraft museum near the airport which I thought was good, both would not be advisable in the summer though...way too hot! You may have to adjust your expectation a little though, they are not quite to the same standard as you may be used to but still a lot of fun.
All the big shopping centres have indoor soft play areas, Ambiance mall just near the Delhi/Gurgaon toll is fantastic and the other ambiance mall (can't remember exactly where but someone there will be able to tell you!) has a nice outdoor play area with a big wooden pirate ship.
Your children will definitely get a lot of attention, my children are very fair with big blue eyes (as am I) and it was fairly constant. I always thought getting upset about it was a bit of a waste of energy. It is normal in India to give children a lot of attention and also for men to give the kind of attention to children that we would only expect from women, I know it feels a bit weird but it was mostly innocent and harmless. I appreciated it when people at least asked if they could take a picture and when my children where old enough I asked them if they were ok with it and if it was no then it was no. We are in another asian country now and they are actually a bit more aggressive about the photo taking and touching. Unfortunately due to having been hassled for their pictures for their whole life my children now hate having their picture taken by ANYONE!
I could go on about India for ages, as I said we really enjoyed it and I am actually a little jealous of you:-)