There are number of local travel agencies that provide you city tours of that place & surroundings, they are pretty competitive in costing too. Choose one & head to city tour. The first spot is - Devrent Valley. It is a small place on the outskirts of Goreme, the transport and tourism hub of Cappadocia. You see, Devrent valley is also named Imagination Valley because all you have to do is let your mind run wild and a variety of stone sculptures can be seen but perhaps the coolest aspect is that all are natural and made by the one and only herself, Mother Nature.