Yan'an has a reasonable choice of hotels, an expanding number of which are open to foreigners. If you're after something cheaper than those listed, there are a few options near the train and bus stations, and the Jinrong Binguan (tel. 0911/288-5001) on Er Dao Jie has passable twins for ¥140.
Note: This information was accurate when it was published, but can change without notice. Please be sure to confirm all rates and details directly with the companies in question before planning your trip.