Urgup isn't really close to the main tourist attractions, so you either need to take taxis or tour buses; most everything leaves from Goreme so you end up getting shuttled there a lot. The tours we did were long and exhausting, but they were worth it! Also, we booked all the tours through the hotel, so we paid a bit extra. Other people told us they'd paid less, so if you have time it would be cheaper to shop around for tours like the balloon ride and such.
Staying in a cave hotel has some novelty, on top of that the staff were incredible. I've stayed in many, many hotels, and there are friendly staff, and then there are staff who remember your name, and what you did each day. On top of that, on our last day, we were in a rush to make it to the airport, and they offered to order delivery for us. We had the food come as we were finishing packing and didn't get to eat it until we got to the airport and checked in, and we were both shocked at how delicious it was (and cheap)! The whole experience in Cappadocia was unforgettable and the Elkep Evi staff really contributed to that.