There are not many hotels and even fewer where foreign tourists and particularly lone women would feel comfortable.
Hotel Al-Jamia Al-Arabia Tel. 351371 is one of the few decent budget options in town. A double room with shared toilets squat but clean and separate cubicles for men and women is 500 SP, not including breakfast. The owner speaks excellent English and is very willing to share knowledge about the city and area, which helps make up for the slightly shabby decor. The hotel could do with a lick of paint and touch-up but is essentially clean. Some rooms have balconies overlooking the main street.
If you fancy a touch of luxury, there is a Cham Palace.
