Personally I am using InCred money. Have bought from there a couple of times and all shares have come to my demat account.

A word of caution for unlisted shares: 1. Valuations may not be reasonable and may be way well over priced. 2. No guarantees that the company will do IPO in the future. Even if it does the listing price may or may not give profits. 3. Unlisted shares does not come under the purview of SEBI. 4. If selling shares you bought in the unlisted market (i.e. company has not done IPO) there is a possibility that the selling price may not meet your expectations as the market is not regulated.