There are many valleys in Cappadocia from which you can choose to visit. I think one that you should keep high on your list is Red Valley, especially if you can visit at sunset. Many people do make it out there due to its close proximity to Goreme. However, they tend to stick to Sunset Point, watching the setting of the sun in what is basically a parking lot. If you want to actually earn your sunset, take a hike. It’s actually an easy one and when I went, it was completely deserted. Red Valley has its own unique rock formations, flowers and grasses, caves, and various fruit trees and vines. When I went at sunset, the ever lowering light made the reds, pinks, and yellows of the rock formations deeper – my camera finger was positively itching! It was a lovely walk and I highly recommend it.