The Intercontinental is my go to hotel. It's an easy walk. I generally have a free credit card night that I use. Otherwise, it's a pricey place to stay. We didn't find the food good at Quills when we were there in December. There are Protea hotels (cheap with Marriott points) that are easy shuttle rides away. I have not stayed in them. There's also the Gautrain that you can take into town. We stayed at the Radisson Blu on one trip, immediately across from the station. If you will be rested when you arrive, I'd be inclined to do this as I think it is a more interesting area to walk around.