If you are planning to stay the night, here is a list of accomodation recommendations:

Megalong Valley

Megalong Valley Station
The Kyah Boutique Hotel

Blackheath / Katoomba

Katoomba Hotel
Kanimbla Estate
Kurrara Guest House
Norwood Arthouse
Foy's Folly
Glenview
Werriberri
Peach Tree Cabin
Lyrebird Cottage
The Carrington Hotel