Cost of a wedding lehenga would be minimum INR 8000 and maximum can be anything. A good wedding lehenga with approx weight 6-8 KG may cost INR 15000, to INR 20000.
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You must go for Chandni Chowk, a place where you can find variety in colors as well in stuff. Cost will depend to you because a large variety is available, remember, may be you have to bargain in the price.
if you have good budget then you can also visit some big showroom and malls for the good designer wedding lehenga for your wedding. Chandni chawk is also good place to buy all your wedding stuff like wedding invitation, wedding sarees, febrics in bulk, wedding suits and all. Bargaining is what works there, so do as much as you can do to save money.