One of those stepwells was used to great effect in Tarsem’s movie The Fall (which is a glorious visual feast where clever cinematography did things that you would expect to be CGI)
1. Udaipur, Rajasthan (everything about this city is beautiful)
2. Orchha, particularly the "chattris" next to the river.
3. Khajuraho (the temples are stunning in the right weather)