Hi Duke, Iwent to Kapadokya about 5 years ago and absolutely loved it, I would definitely recommend a visit. I'm not sure where Didim is? but I travelled on a bus from Dalyan (dolmus to Ortaca then big bus), changing at Denizli I think. It's a long trek across the plateau but the buses are comfy, there was free water and coffee, and usually a kindly Turk will offer you food and conversation so it's pleasant enough. Alternatively you can catch up on sleep! I can't remember the price but it was inexpensive, and easy to book the journey and there was lots of help at the otogars to transfer ourselves and our luggage to the right connection.
I stayed in Uçhisar and was glad I did, it's slightly higher up above the valleys so it's a great view, and it's a lot less touristy than Göreme (not that you could describe even Göreme as touristy by Aegean/Med standards). Uçhisar got discovered by the French some years ago so a lot of the tourists there were French, and French people owned some of the hotels, including some wonderful cave hotels. You can get a dolmus down to Göreme and back. It's usual to take your (very good) evening meal in the hotel, but there were a couple of tiny eateries when I was there. I stayed part of the time at Les Terrasses d'Uçhisar run by a French couple, the father and/or daughter took us on walks into the valleys.
I thought there was lots to see and do, though a lot of the locals were surprised that we stayed a whole week! Most of their summer visitors come in and out on organised tours of 2 or 3 days as part of a longer Turkish holiday. I went ballooning, riding, walking, visited Avanos for beautiful pottery, Ürgüp (can't remember why but nice little town), Göreme open air museum for historic cave churches and frescos, and went only a little bit further afield to walk the beautiful Ilhara valley and visit Derinköyü, one of Turkey's famous underground cities (not one for the claustrophobic!).
I hope you get there and enjoy it as much as I did, I think I've talked myself into going back there this year!