Anything but cheap but supremely lavish (in a Zen-like contemporary minimalist Asian sort of way), the Setai offers two entirely different lodging experiences: sleek, modestly-sized rooms with all the creature comforts and spacious one- and two-bedroom suites (some are actually full-size condos) boasting with floor-to-ceiling windows, full kitchens and huge Jacuzzi tubs made for extended soaks. And if you happen to be musically-inclined and are in the mood to really splurge, there's a four-bedroom penthouse suite with access to the Lenny Kravitz–designed rooftop recording studio (one night there will set you back the price of nice new car or SUV).