I recently came across Nirvana Being's store in Khan Market (there's also a website), a brand that's working towards providing solutions to help you breath clean air, outdoors as well as indoors. They have everything you need to protect yourself from the deadly Delhi air.
I bought myself a Vogmask: A high-fashion pollution mask. It took me a couple of days to get used to wearing a mask. It was quite odd initially, but once you begin wearing it regularly, you will feel the difference. It definitely helps you breathe and feel better.
I also saw sparkly pepper sprays (their packaging really doesn't give away what's inside it), air purifiers, laser eggs (smart air-quality monitors) and more fancy masks (they even had a Manish Arora collection, too!).