With concentrating your choice to Delhi only , you are cutting out on some good choices available as of now. Discount Broker's business model does not allow them to open branches at various cities .
What you have mentioned is 100% correct.
Why we are looking for a discount broker only in our own city.
If you are an online trader, you do every thing online, you trade online, you get your ECN online, your demat account is operated online. And if every thing goes fine you hardly need to meet your broker. You can always communicate your broker (anywhere he may be) through phone/email, in case of any problem/complaint.
Only concern is safety of your money. Do not deposit lakhs of rupees in the very start. I do not think, because of SEBI/NSE regulations, it is easy for a broker to cheat with clients money. And finally, suppose your online broker or say any broker is dishonest and is in your own city, what do you think you can hold him by his neck easily. Forget. He will put a lock to his office and disappear in thin air. The follow up of such case is a different issue.
PS If you like you can contact Wisdom Capital, they have their office in Delhi at Naraina. But look for a review about them in TJ. I may add that I neither have any account with them nor connected with them in any manner.