We really enjoyed Udaipur and Jodphur - Jaipur was fun but wasn't quite the experience we were expecting.

There are decent train options Delhi-Agra-Japiur. You can then fly to Udaipur from Jaipur. I would recommend a car to do the day journey Udaipur-Jodhpur (there are some great forts to see on the way) and then fly back to Delhi. This is do-able in 10 days, but does feel a bit rushed. No flights to Jaisalmer....so it's an overnight train each way from Jodphur.