Wear comfortable clothes and footwear and take your time and alot of pictures :D don't forget to visit the church inside.
I read some of the other answers and I think I understand better what you want to know. Generally in Turkey the buses are excellent, and if you find any that go where you want you needn't hesitate. But the sights you... More
I read some of the other answers and I think I understand better what you want to know. Generally in Turkey the buses are excellent, and if you find any that go where you want you needn't hesitate. But the sights you want to see in Cappadocia aren't, for the most part, well-served by public transportation. You might consider beginning your trip in Kayseri, which is the regional metropolis and has some of the best remaining Seljuk architecture. It also has a big Roman fort and is a good place to get carpets. You will be able to get a bus there at least to Avanos, which is near Goreme. You might be able to get a bus from there to Goreme, or you might need a taxi. I really recommend you take three or four tours. There are four standard ones and each takes you to three or four of the most interesting sites. If you take them all you will have seen quite a lot of Cappadocia. Personally I think one underground city is all you need to see as they are all pretty similar. Goreme is a wonderful place for hikers. It's surrounded by valleys with different types of rock formations, all remarkably picturesque. Goreme is a tourist town, full of expatriates and Turks who speak excellent English. They have arranged things so that you can see as much as you want. Nothing is exorbitantly expensive except perhaps going up in a balloon. As I said, I stay at the Heybe, which offers solid comfort and is located at the beginning of Pigeon Valley, which is a beautiful walk that takes you to the very picturesque town of Uchizar. I see no advantage to staying in a hotel offering cave rooms--those are more expensive and no more comfortable than Heybe.