We stayed in a couple of nice places.
If you go to the page of a site you want to be near - eg Ring of Brodgar http://www.themodernantiquarian.com/site/388/ring_of_brodgar.html - there's a dropdown for "Facilities".
On that page you'll find a few recommendations. :)
Mine are Lochend (with views of the Stones of Stenness and Maes Howe among other stuff) and Atlantis Cottages. We loved both. :)
G x