Favorite thing: (Not my favorite thing but) there seems to be an unusually high amount of security checks everywhere in the city, like manually your bags when you check in to a hotel! Try to be calm about it and let it go.
Favorite thing: You drive into the province of Uttar Pradesh on the road from Delhi to Agra. And below the "Welcome to Uttar Pradesh" signpost. All cars must stop here and declare a kind of toll fee before they can drive off again. This place has different shopping stalls beside the road, and you can buy softdrinks, etc.