How to go from one terminal of the national capital to another?
ANVT to: ANVT || DEE || DLI || NDLS || NZM
DEE to: ANVT || DEE || DLI || NDLS || NZM
DLI to: ANVT || DEE || DLI || NDLS || NZM
NDLS...
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to: ANVT || DEE || DLI || NDLS || NZM
NZM to: ANVT || DEE || DLI || NDLS || NZM
Options are arranged in decreasing order of priority. Additions/subtractions/suggestions welcome. In case of confusions, drop a comment below or pvt me.

NDLS to ANVT to NDLS
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1) Delhi Metro.
ANVT Nearest Metro: Anand Vihar. Directly connected to station. After exiting from station take the staircase on the right that leads to the station.
NDLS Nearest Metro...
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station: New Delhi. Exit towards Ajmeri Gate side (PF#16 side) and take the staircase on the LEFT that leads you to the underground metro station.
Yellow line plus Blue Line for NDLS-ANVT. Changeover at Rajiv Chawk, Fare: Rs 18/-. Frequency: every 2 mins in peak hours upto a max of every 10-12 mins in the morning. (While going from NDLS to ANVT while doing the changeover at Rajiv Chawk, make sure you board the metro towards Vaishali and NOT towards Noida. Its confusing because both depart in same direction from same platform one after the other). Time: 30-45mins.
2) EMU. Fast and frequent. Come second to metro only because of the difficulty in buying tickets. Fare: Rs: 05. Time 15-30 mins.
3) Auto: Legal fare: ~Rs 120 (Night Rs. 150). 13kms. 30-45-60 mins depending on traffic. Exit through Ajmeri gate side of NDLS.
4) DTC Buses: Not recommended.
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(Image courtesy: Google maps)

NDLS/DLI to DEE to NDLS/DLI
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1) Delhi Metro.
DLI Nearest Metro station: Chandni Chawk. Exit towards Chandni Chawk side (PF#01 side) and take the staircase on the extreme LEFT that leads you to the underground metro station.
NDLS...
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Nearest Metro station: New Delhi. Exit towards Ajmeri Gate side (PF#16 side) and take the staircase on the LEFT that leads you to the underground metro station.
DEE Nearest Metro: Shastri Nagar. Cycle rickshaws are available to and from the station and the metro station. 5-10 mins is the cycle rickshaw travel time.
Yellow line plus Red line Line for NDLS->DEE or DLI->DEE. Changeover at Kashmere gate. Fare: Rs 15/- from New Delhi and Rs 12/- from Chandni Chawk (for Old Delhi). Frequency: every 2 mins in peak hours upto a max of every 10-12 mins in the morning. Time: 20-30mins.
2) Auto: Fare: Rs 70-80. Time: 20-30 mins. 5.5 kms. Exit through Paharganj in NDLS or Kashmere Gate side in DLI.
3) DTC: Bus 181 from Paharganj side, 954 from Ajmeri Gate side. Bus 929/937A/924 from DLI.
4) EMU/Local: Take a Shakurbasti bound EMU to Vivekanandpuri halt, climb over the FOB and you land in DEE. Otherwise Rewari bound passengers will drop you at DEE.
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(Image courtesy: Google Maps)

DLI to ANVT to DLI
1) Delhi Metro.
ANVT Nearest Metro: Anand Vihar. Directly connected to station. After exiting from station take the staircase on the right that leads to the station.
DLI Nearest Metro station: Chandni Chawk. Exit towards Chandni Chawk side (PF#01 side) and take the staircase on the extreme LEFT that leads you to the underground metro station.
Yellow...
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line plus Blue Line for DLI->ANVT. Changeover at Rajiv Chawk, Fare: Rs 18/-. Frequency: every 2 mins in peak hours upto a max of every 10-12 mins in the morning. (While going from DLI to ANVT while doing the changeover at Rajiv Chawk, make sure you board the metro towards Vaishali and NOT towards Noida. Its confusing because both depart in same direction from same platform one after the other). Time: 30-45mins.
2) Auto: Legal fare: ~Rs 140 (Night Rs. 170). 13kms. 30-45-60 mins depending on traffic. Exit through Chandni Chawk side. This is the second best option and edges over DTC because of shorter route.
3) DTC Buses: Bus number 202. Starts from Old Delhi Railway Station Bus Stand. Time:>1hr. Rs15 (non AC), Rs 25 (AC)
4) EMU. Not very frequent. Will take a merry go round route of Sadar Bazar-New Delhi-Tilak Bridge.
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(Image courtesy: Google maps)

ANVT to DEE to ANVT (Note: These two stations are separated by an appreciable distance, avoid this changeover if possible)
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1) DTC: Bus 939. Get down at/ Board from Sarai Rohilla bus stop. 1.5 hours. Rs15 (non AC), Rs 25 (AC)
2) Delhi Metro:
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Nearest Metro: Anand Vihar. Directly connected to station. After exiting from station take the staircase on the right that leads to the station.
DEE Nearest Metro: Shastri Nagar. Cycle rickshaws are available to and from the station and the metro station. 5-10 mins is the cycle rickshaw travel time.
For ANVT->DEE: Blue line plus Yellow line plus Red line is the order. Changeover at Rajiv Chawk and Kashmere gate respectively. Reverse the order for DEE->ANVT.
Frequency: every 2 mins in peak hours upto a max of every 10-12 mins in the morning. Time: 60-80mins.
3) Auto: Legal Fare: Rs 170-200. Time: 45-60 mins. 18 kms. Not many are willing to go all the way to DEE and if they are, they charge excessively high.
4) EMU/Local: Take a Shakurbasti bound EMU to Vivekanandpuri halt, climb over the FOB and you land in DEE. Such EMUs are more frequent from Tilak Bridge so you can changeover there.
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(Image courtesy: Google maps)

NZM to ANVT to NZM
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1) DTC Buses: Excellent connectivity. Exit from Sarai Kale Khan side (Pf#07 side) of NZM. Walk to the main road. Many buses bound to ANVT can be taken like 534A, 534, 543, etc. 543 is the fastest. Hardy takes 25 mins. Rs15 (non AC), Rs 25 (AC)
2) Auto: Legal fare: ~Rs 120 (Night Rs. 150). 12kms. 15-25-40...
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mins depending on traffic. But STRICTLY exit through Sarai Kale Khan (Pf#07 side) of NZM, exiting on the wrong side will make it longer by 3kms!
3) Delhi Metro:
NZM Nearest Metro (in this case): Indraprastha. Exit from Sarai Kale khan (PF#07) side. Take an auto/shared auto/bus till Indraprastha Metro station
ANVT Nearest Metro: Anand Vihar. Directly connected to station. After exiting from station take the staircase on the right that leads to the station.
Blue line directly connects these two. No changeovers involved.
4) EMU: Not recommended. If you really want to take this option, take an EMU towards NDLS till TKJ, then take an EMU towards GZB till ANVR.
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(Image courtesy: Google maps)

NZM to DLI to NZM
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1) Auto: Legal fare: ~Rs 120 (Night Rs. 150). 12kms. 25-30-45 mins depending on traffic. Exit through PF#01 side of NZM.
2) DTC Buses: Exit from Pf#01 side of NZM. Walk to the main road (It’s a bit long so those having heavy luggage are recommended to take a cycle rickshaw). Bus#403,405 is frequently available from Bhogal Bus...
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stop. Rs15 (non AC), Rs 25 (AC)
Similarly when starting from DLI, walk to the bus stop and hop over a 403 or 405 which'll drop you at Bhogal.
3) EMU: Priority 3 goes to the EMUs. Cheapest and fastest. Just a bit less frequent, if you can match the timings of one that goes to DLI, take it! Takes 25-35 mins.
4) Delhi Metro: Poorly connected points through DMRC. Take an auto till Jangpura Metro station, then Violet line till Central Secretariat then Yellow line to Chandni Chawk. Not recommended.
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(Image courtesy: Google maps)

NZM to NDLS to NZM
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1) DTC Buses: Exit from Pf#01 side of NZM. Bus No. 181 is available right outside the station. Quite frequent. Rs15 (non AC), Rs 25 (AC)
2) EMU: Frequently available (By frequently I mean 1 service per hour). Cheapest and fastest. Takes 15-25 mins.
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Auto: Legal fare: ~Rs 120 (Night Rs. 150). 12kms. 25-30-45 mins depending on traffic. Exit through PF#01 side of NZM.
4) Delhi Metro: Poorly connected points through DMRC. Take an auto till Jangpura Metro station, then Violet line till Central Secretariate then Yellow line to New Delhi. Not recommended.
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(Image courtesy: Google maps)

NZM to DEE to NZM
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1) DTC Buses: Exit from Pf#01 side of NZM. Bus No. 181 is available right outside the station. Quite frequent. Rs15 (non AC), Rs 25 (AC)
2) Auto: Legal fare: ~Rs 120 (Night Rs. 150). 14kms. 25-30-45 mins depending on traffic. Exit through PF#01 side of NZM.
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Delhi Metro: Very poorly connected points through DMRC. When starting from NZM, exit through PF#01 side, take an auto till Jangpura Metro station, then Violet line till Central Secretariate then Yellow line to Kashmere Gate. Then Red line to Shastri Nagar. Then cycle rickshaw to Sarai Rohilla. Not recommended.
4) EMU: Take a Shakurbasti bound EMU to Vivekanandpuri halt, climb over the FOB and you land in DEE.
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(Image courtesy: Google maps)