I answered this yesterday, but it went somewhere else, obviously. Ann has said amost exactly what I said--it is a long trip to Cappadocia, perhaps a whole day each way. Bus travel seems to be the preferred way as trains are not common. However, it is a place not to be missed.
If you plan on taking a tour after you are there, it may be helpful to see about arranging it while you are still in Istanbul. The Travel Agent may be able to get you a package that would make this trip easier and quicker, and still fit into your budget. It will not be in the height of the tourist season, yet the weather should be very pleasant (we were in Istanbul last December and it rained only one day) Enjoy this most interesting country! Gretchen