Is it worth to sue against Noida agency from Tamil Nadu

You have two chances

1. To proceed in consumer disputes redressal forum 

2. To proceed under crminal law for cheating.

3. To file a suit for damages after registering  criminal case.

Inorder to proceed under criminal law don;t give any notice to the agency

if want to proceed under civil and consumer you have to issue notice from tamilnadu.

Though the party is residing at noida,  the contract of agreemnt has been completed  and the cause of action aroused in tamilnadu where it has been initiated and completed. You can very well file case in tamilnadu or noida. or where from the place of city you begin the online transaction.

Yes you have to two option for filing the case civil and criminal

But your main redressal is civil suit against the agency whose office is in NOIDA. Therefore you  can file the case in Tamil Nadu as the cause of action arose where their office is situated and moreover the defendnat are also living in NOIDA under the law of CPC you can not file the case inTamil Nadu. you have to file the case in Noida. if you will file the case in Tamil Nadu your case can be rturned by the court or rejected under order 7 rule 11 CPC