We stayed at the Vega Inn apartments which are on Front Street across from the Sand Box, but the yard is lovely and huge, so it's like a little hideway. The apartments are rustic, but come with a refrigerator and mini kitchen, 2 bedrooms, indoor bathroom with shower (with real hot water and good pressure), daily maid service. It was very comfortable. The Vega's also have their place where they rent rooms, that has a large yard on the beach with hammocks, etc that you can use if you stay at the apartments. We thought it was great and very conveniently close to everything. The 2 bedroom apartment is $200/week US + tax so that works out to be about $30/night.
http://www.vega.com.bz