On my third day in Cappadocia I went on the Green Tour, a popular option to get out of the Goreme region and see some of the more far flung sites in area. It doesn’t really matter which tour agency you go with, as the tour will be practically identical with all of them. You shouldn’t pay more than 100 Turkish Lira, though (book directly with the tour agency and not through your hotel).
The Green Tour includes the Selime Monastery, which has Star Wars-like scenery; the Derinkuyu Underground City, a UNESCO site; and the Ihlara Valley Hike, which is claimed to be the second largest canyon in the world after the Grand Canyon. A decent lunch is included as well as transportation and all entrance fees, so at 100 lira it actually works out to be a great value. The only downside to going with the tour with 15 other tourists rather than on your own is not being in charge of your own timeline and having to hurry up when you’d rather linger or wait for slow pokes. That’s always the downside with groups, though.