With the exception of Zelve everywhere mentioned on these pages has accommodation and facilities available at a variety of levels. Avanos, Goreme, Urgup and Nevsehir are all places you could easily base yourself to cover the whole area and Ihlara has pansiyons and camping facilities to cater to groups who want to stay for a day or two. I'd think twice before spending an evening at Derinkuyu as I once found it impossible to get a cup of coffee there and the experience left terrible psychological scars. You might have a less traumatic experience.

For a balance between convenience, facilities and atmosphere Urgup probably comes out ahead by a nose but that's subjective and I can't think of a good reason for dismissing the other options.