If you're travelling alone and want cheap, go the the Afton Guest House which you'll find on the net. They're quite popular with hunters, but I personally don't like them much.
If you're travelling with the other half, go to the intercontinental which is just a few steps away from the airport terminal, but ain't cheap and if you want midway between the two, go to the Holiday Inn beside the airport which is a 5 minute drive away from the airport by free courtesy bus...... you'll find all 3 on the net.
I have stayed at the the Intercontinetal and it is good if a little souless and corporate but I would go with Shakari in saying that it isn't cheap and if you have extras like dinner and drinks you can soon rack up a big bill.
I now use a guesthouse in town called Melrose Place which is very comfortable and reasonably priced and they will also arrange pick up/ drop off from the airport.
As a bonus the guest house is 5 mins from Nelson Mandela Square in Sandton where there is a great restaurant called The Butcher Shop and Grill which is a carnivores heaven http://www.thebutchershop.co.za
One advantage of the intercontinental is that it's literally a few steps outside the terminal, so you don't have any transport hassles etc and you know the service is going to be more than acceptable. The food is pretty good but as has been said, expensive. - However all you have to do is walk back to the airport and eat in one of the many restaurants there. The Ocean Basket is especially good and fairly inexpensive.
When you check in for your next leg to the Cape, be sure to allow PLENTY of time for check in. The firearms process is slow and getting through the security process is even slower..................