Not advertising a particular site, however the below page will give you an idea of what is near Central Station along with a price guide, I agree with everyone that staying at the Southern end of the CBD is the best option if you are spending the weekend in the city, because not only is Central the station that has express services to Olympic Park (Don't go to Homebush Station!!), it also means you can get around the city, walk down to Darling Harbour via China Town, monorail to Star City and catch trains down to Circular Quay where the Opera House/Bridge is, and from there you can get ferries anywhere you want to go including Manly and Taronga Zoo.
http://www.needitnow.com.au/Near_Cen...on_Sydney.html
(also if you want to stay anywhere else, yes, your ticket does get you around public transport to the game, you just may need to change trains at Central etc. Also, some of the Train stations near the Airport are private and require an entry or exit fee, even if you have a free train ticket, 131500 Transport Infoline - Home is a good site for transport planning if a particular area takes your fancy)
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