Gea di Vulcano is great - good central location and not too expensive. Try www.venere.com for lots of choice with honest comments from people who've stayed there.
there is a tourist board in the airport that will find you a hotel within your budget, beware of airport touts who try to befriend you at the airport to go to" their hotel" with taxi waiting, its always a con. Hotel Joly was nice, clean & comfortable[ not luxurious] with night porter etc[always beware if no night porter that usually means their standards arent high].I have stayed in others but cant remember the names.