1. There is no real ala carte option in Bhutan. You can only go with a travel agency and pay the daily tariff which everyone else does. If you're going with Como, you'll be paying a higher daily tariff as their hotels are considered upmarket (the standard daily tariff gives you full board, transport and lodging as well but the lodging is 3 star quality).

2. The only advantage I can think of is shorter flight time. But do take note you will need a visa in India, unless you're from Philippines, Japan, Singapore, New Zealand, etc (US Americans not included) which will qualify you for a visa on arrival. Thailand doesn't require visa for most nationalities.

3. Delhi is a great place if you're interested in historical stuff. I spent 2 days in Delhi and wrote about it here. You can follow the same sequence I did: http://iwandered.net/2012/03/03/delhi/