Hi
We went 2 years ago and it was absolutely fabulous. We used Sunset tours on the beach front, but be aware that they book you onto a service coach and liaise with their partners in Goreme, so it would probably be just as well to go independantly. We stayed in a cave hotel, we also did the early morning baloon ride which was too, too beautiful for words and waiting to be picked up at 5.30am, in a town that you appear to have stepped back 2000 years as the mosque calls to prayer is a very eerie and unforgetable experience.
I have also been to Ephesus and Pamukale, but Capadoccia just blows your mind.
Linda