Kristi's Guide to An Epic Trip to Cappadocia:

1. Give yourself enough time in the area. You should plan to be in Cappadocia for at least 3 mornings. If you want to go hot air ballooning, know that it's often cancelled due to suboptimal conditions, so give yourself a backup day.
2. Hot tip: Plan to do the balloons on your first morning, so you have options for rescheduling. Also know that the balloons get back around 10-10:30am, so if you're flying that day, remember to pick an afternoon flight so you can make the 1 hr drive to the airport. 
3. Do the Goreme Open Air Museum, but don't underestimate the "just a half hour!" walk. Even in the shoulder season, it was really hot, and you're just walking along the side of a dusty highway.
4. Save a day to delve into an underground city. Bonus points if you can coordinate escaping underground on a particularly hot day.
5. Stay in a cave hotel. I know - it's expensive, but trust me, you're gonna wanna do it.
6. On that note, pick a hotel that isn't way out in the boonies. Not that the boonies are bad, but these boonies are really high up and that walk to and from your hotel every day is going to suuuuuck if there are crazy hills involved.