We were there two years ago. Absolutely stunning place, like something out of a movie (Pitch Black, if you want to be sci-fi/horror about it). I would recommend doing a bit "off-roading": Selime Monastery can get very busy, whereas there are amazing, seldom-visited cave settlements throughout the region, particularly around Urgup and (my favourite), Mustafapaşa. Good hiking shoes are a must though! As is the hot air ballooning.
wonderful picture and wonderful recommendations, I will reserve these for my next visit :)
Not sure why all the pictures didn't upload first time. Here are a couple more from balloons. Book to go early in your holiday -- they don't always fly if the wind is strong or weather grey, but they will re-book you for the next day and the next until you get up, up and away!