cave hotels in Urgu

We had to look hard to find a non cave hotel there. We had a cave room experience in Greece on Santorini, damp, claustrophobic, dank, never again .

I was in a "cave hotel" just a few weeks ago in Goreme. And by all accounts, it's one of the nicer ones (well reviewed and used by Rick Steves tours, I think). Still, I found myself asking "why the heck did I book this place?" (true answer: to make my wife happy - she wanted "the experience"). The staff were great and the place was not without some charm. But...I don't think I'd do it again. Our room was a mixed bag. It wasn't really a cave, our room (and most that I saw) were actually constructed out of concrete blocks. Overall, it was a little musty, kind of dank. Not horrible, but not exactly fresh and cheery eerie. The bathroom drains stunk pretty badly (smelled like a pit toilet out in the woods), which took the bloom off it.

A agree with Suki and David that no matter how adventurous staying in a real cave does, it's just not what you want..trust me.
We spent our honeymoon in The Shoestring cave hotel in Goreme, and we spent the first night in a cave room. Although very nice, the room was dark, had a musty smell and it wasn't romantic at all :) So the next morning we asked to be moved and we got the top suits on the swimming pool deck and WE LOVED IT! But it was super hot and we had to buy those mini USB fans.
It was hard to get rid of the musty smell, even from just one night being in the cave room.

I hope you change your mind :)

Guess it depends on the cave. Haven't been to Cappadocia but did rent a cave house in Oia on Santorini, Greece a few years ago. It was great!

There is a reason that mankind eventually stopped living in caves.