In the start of March, all you will find is chilled mornings and evenings. Days are warmer and yes, its one of the best seasons to visit Delhi. With the advent of autumn , you will find pleasant weather/ For fog , I am not sure actually . Today morning it was lots of fog and cold too, but till march chances are scarce.
March is a great time in many ways,there will be less traffic because of Exam Season and you will find good deals n Wee hours in Restaurants and fine dines. The weather would be cold in evenings, you would love to be out and explore street markets and Roof top Cafeterias.