As far as I know, whenever referring to time (next hour, next day, next week, next year, etc.) it's always अगले. The same is true for 'last' (पिछले).
It's actually the oblique form (ie, followed by a postposition). The sentence "वह अगले सोमवार दिल्ली जायेगा।" has an implicit postposition 'को' corresponding to the preposition 'to' in the English sentence. The same is true in most cases where अगले or पिछले is used in the context of time.
However, in sentences like 'अगला रविवार मेरे लिए एक बड़ा दिन होगा। ' where the word is not used in the oblique form, you would use the forms अगला and पिछला.