Ürgüp doesn't have many of its own actual sights but it's a popular place to stay for visitors to Cappadocia because of its boutique hotels and good restaurant scene. 

Relics from the Seljuk period include the Karamanoglu Mosque (which dates to the 13th century) and the Alti Kapi Türbesi (a tomb built by a Seljuk prince for his family). 

The old town section, which runs up the hill away from the modern center, also has some lovely old Ottoman stone houses, many of which have been finely restored and are now boutique hotels.