La Maison is very much in the heart of Gumbet and has bars and shops all around it, including mini markets for your essentials. Bar Street is a couple of minutes walk away. I don't know whether the rooms have safes, someone who's stayed there should be able to answer that exactly but, the hotels I've stayed in have the safes in reception and you need two keys to open them - yours and one guarded by reception staff.
Gumbet has numerous travel shops where you can book excursions and change money. They are all much of a muchness in terms of prices and many of the trips are the same wherever you book them. That said, some boat trips are better than others by a mile. I rarely use excursions but go wherever I want to go on the Dolmus, you can easily get anywhere on the peninsular from Bodrum for little money.
I've been to Marmaris but prefer Gumbet. Marmaris is bigger and has more of a 'town' beach. Gumbet has a lovely bay, is more compact and typically Turkish and gets very busy in the height of the season (recessions in Europe permitting of course). You also get Bodrum 15 minutes away on the 24hr dolmus so, two different sorts of holiday for the price of one!!
I think you'll have a great time.