This peaceful ecolodge in the hills above Lalibela (five hours by foot: many people use mules, and it's possible to drive to within an hour's walk) has stone-and-thatch tukuls, incredible views and resident gelada monkeys. Despite the high price, the tukuls are very simple (shared drop toilets) though hot showers and decent food (lunch and dinner Birr100) are available.
Of course there’s good walking in the area: the summit of Abuna Yosef is about four hours away.