Which of the many Stepwells in India are worth a visit?

Mark's answer gives a good starting point for what stepwells you might want to see. What's fascinating about these places is that many of them were built during times of different rulers or dynasties, and depending on where they are located have vastly different architectural styles.

If you're sticking to the Delhi-Jaipur-Agra 'Golden Triangle' and are pressed for time, then the easiest one to see would be Agrasen ki baoli as it's in Delhi. (Just a bit of trivia: the format of the name is 'Some ruler's name + "his well"; that's what 'ki baoli' translates to from Hindi. 'Baori' is a variation of the word 'baoli' in some dialects of Hindi.) This is bang in the middle of central Delhi's Connaught Place area, which you will mostly definitely pass through if you arrive by train or bus. Just to make things fun and confusing, the official name of Connaught Place is 'Rajiv Chowk', which is the name it is referred to on the Delhi metro rail transit system. If you travel by an autorickshaw and can't get your driver to understand how you're pronouncing Agrasen ki baoli, then give Max Mueller Bhavan as your landmark - your destination is down the same road. (Also worth visiting in the general area of Connaught Place is Jantar Mantar.) Dwarka baoli is in Delhi too, but it's a bit off the way and not as impressive.

Outside of Delhi, practically every major city in Rajasthan will lay claim to some stepwell or another as 'place of interest'. Rajasthan traditionally has a history of making these structures as a form of water conservation since it's a desert state and typically receives less rainfall. Apart from the one in Abhaneri - which would involve a trip from Jaipur - you may also want to check out any johads which are (often) a modern take on the same idea.

Not a lot of travellers head to Gujarat region but if you do, that's where you will find Rani ki vav a day-trip away from the major city of Ahmedabad. If you are debating whether you really want to go all the way just for that, you also have Sabarmati Ashram where Gandhi led much of the Indian independence struggle from.